Michael Shannon Michael Shannon

Even as a high school thespian, Michael Shannon conveyed gravitas. "I would always play the old guy; I guess I had a good old-guy voice," he says. Over the telephone, his gravelly timbre does make him seem older than his baby-faced 36 years.

As Nelson Van Alden on HBO's Boardwalk Empire -- a gritty confection of organized crime in 1920s Atlantic City created by The Sopranos' Terence Winter and executive-produced by Martin Scorsese — that deep voice serves Shannon well. He plays a federal agent tasked with enforcing Prohibition, the so-called "good guy" whose personal faith and unrelenting drive for justice puts him squarely in the path of Enoch "Nucky" Thompson (Steve Buscemi), the county treasurer and bootlegging kingpin of Atlantic City. "He's trying to be a virtuous man and he really believes alcohol is discouraged and should be wiped off the face of the earth," Shannon says. "He wants men to take care of their families and knows alcohol is getting in the way of that."

Behind the scenes of Boardwalk Empire

But Van Alden's initially unflinching morality is compromised by an odd attraction he's developed to Margaret Schroeder (Kelly Macdonald), a headstrong widow who is also Nucky's lover. The married Van Alden's feelings for Margaret start off innocently enough, but when he absconds with her hair ribbon and well, deeply inhales its scent when he's alone, it's clear that Van Alden's kind of a weirdo. "I got kind of hoodwinked on this Boardwalk Empire," he jokes. "I thought I was coming in to play the Eliot Ness-type guy. ... I walked into it literally thinking that at the end of every episode I'd be taking someone away in handcuffs, like, case closed, and that's not happening. I've already swerved into the creepy category somehow."

He can't be too surprised though. In his short film career, he's carved out a niche for himself, a rogue's gallery of ethically and psychologically confused men. Most notably, he earned a best supporting actor Oscar nomination last year for playing a mentally ill neighbor who, unburdened by etiquette, unleashes a magnetic stream of invective on Leonardo DiCaprio and Kate Winslet in Revolutionary Road.

But that was also him having sex with Kim Basinger in 8 Mile, chewing the scenery as the leering manager of punk thrushes Kristen Stewart and Dakota Fanning in The Runaways and playing the drug-dealer bad boy opposite Will Smith and Martin Lawrence in Bad Boys II.

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Of the Oscar experience, he unabashedly calls it "a dream come true" and says he didn't mind the politics of the process. "Once you peek behind the curtain, you see that it's a lot more than just show up and do the job," he says. "But it's not gross or anything, it's just a matter of meeting people," a process he says he rather enjoyed.

Despite the awards attention, Shannon can still walk to the corner for coffee basically undisturbed. When he is recognized, he says people are generally stumped as to how. "People want me to tell them why they know who I am," he says. "I'm at that stage where people want you to rattle off your résumé. 'What movie are you in?'" The actor says it's become a game for him, trying to figure out how someone might recognize him — might this be a Revolutionary Road person or a Kangaroo Jack person? (Yep, that was him too.) "I was on Jet Blue the other night and across the aisle there was a mother and daughter sitting there giggling, and finally the mother says, 'Is that you?' and points up to her TV and there I was in 8 Mile."

It was that film that provided Shannon with an actor's rite of passage: his first sex scene, with Basinger, who cut her teeth in on-screen nudity more than 15 years prior in 9 1/2 Weeks. He calls the experience terrifying. "She's obviously had more experience, but it never stops being nerve-racking," he says. "Between takes, there was this green pillow on the couch and I looked down at it and said, 'Wow, that's kind of a cool pillow,' and she started laughing a little bit." A couple of months later, Shannon received a package from Basinger. It was the pillow, with a note thanking him for being a gentleman. 

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Shannon doesn't have a story from his childhood that presages his acting career. He grew up in Lexington, Ky., and Chicago. "I was little and round and quiet," he says. Though he says he once wanted to be an architect, an early interest in music progressed from "the traditional piano lessons" to playing viola, upright bass, and bass guitar in school groups. (Shannon still periodically plays gigs around New York City in a band called Corporal. Check out their eclectic album on iTunes.)

Looking for something to do after school, he joined the speech team, on which he says he was a "second stringer," and only actually got to compete once. But it did force him to practice a Garrison Keillor monologue in his bedroom. "From there, you wander over to the school play," he says, where his aforementioned "old-man voice" sealed his fate. He was off to Chicago to pursue a career in theater.

Career might be overstating it, Shannon says. Of doing theater in Chicago, he says, "You're not going to become a millionaire or famous; there's no ulterior motive." Still, a fortuitous role in Killer Joe by Tracy Letts (who would later win a Pulitzer Prize for August: Osage County) led him to more theater work on London's West End and on Broadway. He's still a member of the Windy City's Red Orchid Theater, and has fond memories of that time, being directed by John Malkovich and acting with Roseanne's Laurie Metcalf.

HBO renews Boardwalk Empire

For the near future though, he should get used to being known as a TV actor, as Agent Van Alden's descent into Boardwalk Empire's iniquity continues. Shannon says a theme of the show is how these characters define morality amidst such corruption. Can they resist the temptations of Atlantic City? On Sunday's episode, Van Alden's struggle with this question will take a strange, quasi-religious turn. "I don't think he's seen a showgirl or a bottle of whiskey before. It's like he's on the moon," Shannon says. "A lot of people find out through the course of their life they aren't who they think they are."

The show has already hinted at Van Alden's piety — in one scene, the agent recited Scripture over the body of a dead thug — but we'll soon see that his faith is not unwavering. "For anybody out there who's thinking Van Alden's a little bit naughty, they'll get to see him being punished a little bit."

But before he plunges back into the muck of the boardwalk (HBO has already green-lit a second season), Shannon is currently shooting The Return, a film in which his character deals with a changed marriage after his wife (Linda Cardellini) comes home after a tour in Afghanistan. The actor recalls a recent conversation with Cardellini about his performance. "She said, 'You just seem like a nice guy and loving husband.' Well," he jokes, "that's the first time I've heard that."