In the diesel gloom of a New York subway tunnel, a man in a heavy plaid shirt takes a sledgehammer to the makeshift house he’s occupied for the past three years, and rats scatter from every corner.

Marc Singer’s documentary Dark Days tells the story of a handful of homeless men and women who slipped through the cracks in respectable New York society and ended up living in the cold smoggy dark of Amtrak’s service corridors. Alongside the rats, the debris, the trains and the tunnel’s human inhabitants, the final presence that threads the film together is DJ Shadow’s music; a full-blooded and troubled character in its own right.

Our first introduction to the bleak shopping-cart and concrete topography of the tunnel is accompanied by the brooding melodrama of ‘Building Steam With A Grain Of Salt’. The ten-by-ten shacks on Manhattan’s least wanted real estate site are gleefully destroyed when their inhabitants learn that The City will finally supply them with proper housing, and it’s the Shadow-produced, Richard Ashcroft-voiced ‘Lonely Soul’ that defiantly swells in the foreground. It’s difficult to think of any other person, band or entity whose work could fit so comfortably in this sub-urban setting – Singer thought so too: “It got to a point where it was either Shadow or nothing,” he has said.

Josh Davis, the modest, quietly-spoken everyman behind the enigmatic Shadow persona, was like a lot of kids that grew up around San Franscisco in the ’80s, watching as hip-hop flourished on the airwaves and in the clubs, cultivating a love for the music and its fresh new superstars like Grandmaster Flash and Mixmaster Ice.

After trying his hand at some of the other aspects of hip-hop like grafitti and breakdancing and discovering that he “just couldn’t cut it,” he moved on to digging through crates of soul records (“back then this stuff was super-easy to find”) and working up the skills to match his newfound heroes scratch-for-scratch.

“I was a normal kid,” he says, “but I was very passionate about it, like most kids who are into music who end up gravitating towards something they can identify with and be passionate about.”

Unlike most kids however, Davis was starting down a road that would eventually see him worshipped with the same kind of intensity that he felt for those early pioneers. It’s possible he just wanted it more.

“I just sensed at an early age that that’s what I wanted to do and so I made concerted responsible steps,” he explains. “Like saving up a hundred bucks to buy a 4-track machine, which at that age took weeks, and a lot of discipline not to go and buy a whole lot of candy bars and play videogames. I’ve always just tried to emulate my heroes, so in that respect it’s nothing new.”

Testing the limits of his notorious self-deprecation, I ask if he thinks the young Josh Davis would be impressed with what he’s achieved.

“Yeah, I think so. Because I can honestly say that I’ve never put out anything that I didn’t feel 100% satisfied with, I’ve never put out a record where I felt that five years later, I was going to be going, ‘Oh man, I don’t know what I was doing then, I don’t blame people for not liking that one.’ Because I’m just very confident in the decisions that I’ve made.”

Somewhat misleadingly voted ‘best dance album of all time’ by Muzik (ever tried dancing to ‘Mutual Slump’? ), Shadow’s debut opus Endtroducing remains massively influential, and has been endlessly discussed in energy-sapping depth by all manner of barroom chancers.

His involvement in James Lavelle’s star-studded U.N.K.L.E. project turned out to be rather more difficult, and a step towards visible notoriety that the introverted Davis was ill-prepared to take. The sheer venom directed at U.N.K.L.E. by the music press was in direct proportion to the hype that Lavelle stacked around it (“it’s our Apocalypse Now” was a favourite soundbite), but what tends to get lost underneath the sound of so much axe-grinding is that Psyence Fiction is a damn fine album, in places an extraordinary one. Indeed many of the critics now falling over themselves to give props to The Private Press’ much feted non-linearity and deft emotional manipulation are the same people who wilfully blinded themselves to those very same qualities on Psyence Fiction.

Whatever, The Private Press is certainly a giant step forward in the Shadow universe, even by Davis’ own rigorous standards. Its constituent parts come from still more obscure sources (the album’s title comes from one-off pressings on vinyl, usually for vanity purposes), and his enthusiasm for funk and soul records has waned slightly.

“A lot of the breaks that I found for this album are not traditional funk rhythms,” he reflects. “There’s new wave beats, or punk drums, so I’m not looking for those funky Axelrod-style breaks anymore. If I find them, it’s OK… but what you realise after you amass a certain number of records is that it’s kinda endless. There’s billions out there – there are so many that I found and I thought, ‘That’s it, that’s the ultimate’, and I’ve still not used them.”

While making the album, Davis became particularly obsessed with gathering up all the Recordio discs – a home-pressed, one-of-a-kind audio message on vinyl – he could find.

“They’re really intimate – it’s like listening to a photo,” he says. “You have to assume that most of these people are dead now… A lot of them were recorded around wartime, either the Korean War or WWII. They’re so hard to find, and when you find them, you never know what you’re going to get. Some of ‘em are like,” he pauses, composing his best heartland-of-America accent, “‘Well Bob, you’re off to boot camp – dress warm, and you get Hitler for us.’”

As befits a performance that consists of one man hunched over a set of turntables, samplers, filters and associated gadgetry, the visual stimulation for Shadow’s latest shows comes mostly from the projections playing over his shoulder; a crafted montage of animation, kinetic road shoots and vintage TV clips. It’s one of these clips that opens the Ambassador show – a short scene from M*A*S*H with Hawkeye, BJ and Radar clustered around a battered turntable, cut so that their reactions match Shadow’s musical cues perfectly.

It’s a sweet touch, but as we are to find out, one that causes him considerable unease over possible misinterpretation. Close to the end of the set, he issues something of a disclaimer for the clip and maps out plenty of clear blue water between himself and the Bush administration’s increasingly intense sabre-rattling – all to a massive cheer from the crowd. I ask whether this is a sentiment that he’d feel comfortable expressing in front of a US audience, given the current social climate.

“Yeah,” he offers after some hesitation, “I usually try and avoid politics like the plague. But for the first time I kinda feel the need to articulate what my sympathies are, about what’s going on. The reason I did it here… for one thing, since leaving the States, I’ve been playing to non English-speaking countries, and this is the first opportunity I’ve had to say something like that.”

As it turns out, the mini rant was really prompted by an ill-advised dip into his press clippings (“like a moth to a flame,” he sighs) and in particular, a scathing review of a recent Manchester Academy gig in which “their whole criticism was basically that I was an American, showing americana on the screens.” As good old-fashioned missing-the-point journalism, it’s not quite up there with the Julie Burchills of this world, but it’s exasperating enough to be on the receiving end.

“I’m from San Francisco, we show the Golden Gate Bridge, it’s not propaganda, you know? What am I supposed to do?”

He talks for a while about how hip-hop is beginning to regain its radical edge once again, how political dissent and criticism in America has been stifled and vilified as unpatriotic. Tactically, his support on the last tour was the outspoken Mr. Lif.

“The stuff he’s talking about is very very to-the-bone as far as what’s going on right now,” he points out. It becomes apparent that Shadow’s disdain for the Bush dynasty is slowly overtaking his natural instinct to let the music do the talking.

“I think we – I mean us in America – are living in the middle of the biggest conspiracy ever. And I’m no conspiracy theorist, I just kinda feel like this situation is getting ridiculous. And I think that has to be said, regardless of the audience.”

Shadow has tried to distance himself from the world of advertising since ‘Stem’ made its way into a Guinness campaign – he refuses to buy the industry line that hawking his work to the highest bidder is the only way to get it heard, and so holds a tight rein over what gets licenced to whom. Marc Singer has said, “I really have a lot of respect for him, because he gets offered this stuff all the time – stuff where he can make a lot of money – but he turns it down because he doesn’t believe in it.”

So Davis is dismayed to find out that an advertising company has “appropriated” the central idea behind U.N.K.L.E.’s disturbingly brilliant ‘Rabbit In Your Headlights’ video for their latest campaign.

“Say what you like about advertising, with the good ones, there’s an art to it,” he opines. “I’ve got this really perverse fascination with advertising, because I feel I could do a really good job of it. And I just hate laziness, I despise it, I just don’t identify with it. And I think most advertisers just wake up in the morning and they’re just stumbling their way through the day. They need an idea, and… it’s plagiarism. If a writer did that, it’d be pretty much illegal. But advertising, the people who fall into it seem to have no scruples about stuff like that. It doesn’t keep me up at night, but I do need to vent sometimes, like scream ‘THAT FUCKING SUCKS!’ at the TV occasionally…”