On the surface, Bob Odenkirk’s new film is entirely preposterous. As the story of a man who goes on a murder spree after his house is broken into, Nobody is an all-out, full-throated action movie. In one scene, 58-year-old Odenkirk tears a handrail off the inside of a bus and beats a man senseless with it.

However, as he explains, the story stems from something much more personal. “My family had two break-ins,” he reveals from his home in LA, where he’s sitting beneath a vast Chinatown poster. “It was very damaging.”

It happened a decade ago and, though Odenkirk didn’t come face-to-face with the intruders, a family member did. “There is a feeling, a residue that stuck with me very strongly, of what else could I have done? I wish I’d done more,” he recalls of the encounter. “If you look back with any perspective at all, you say, ‘Well, you did the right thing. You didn’t blow up the danger or make the interaction more damaging than it needed to be.’ But you can’t help but think, what else could I have done?”

Nobody feels like something of a handbrake turn in Odenkirk’s career. Until recently, it looked as if he was setting up a lifetime of uncomplicated prestige. Since bursting into the mainstream as Breaking Bad’s slimy lawyer Saul Goodman – and then consolidating his success with the incredible Better Call Saul – he has acted for the likes of Alexander Payne, Steven Spielberg and Greta Gerwig. In the last three years alone, he has managed to co-star with Meryl Streep on two separate occasions. And yet here he is now, two years older than Liam Neeson when he starred in Taken, suddenly punching Russians unconscious by the dozen.

“Listen,” Odenkirk explains. “When I suggested to my manager, ‘I think I could do an action movie’, I expected him to laugh. But he did not laugh. Then I expected him to get laughed at when he ran it up the flagpole here in Hollywood. But people responded like, ‘Yeah, that’d be cool.’” The resulting movie is joyously entertaining from start to finish.

Odenkirk spent two years training for the role with Daniel Bernhardt – a stunt actor best known for playing a seemingly indestructible karate teacher in Bill Hader’s Barry – practising the same moves thousands of times to lend the bone-crunching fight scenes a level of authenticity. “I was totally against bulking up,” he says. “I didn’t want to look like a superhero. I’ve had friends who do these superhero movies, and they do that kind of weight training, and it’s all about their biceps and all that shit. I said: ‘I want to do my own fighting, but I also want to look like a dad.’”

Odenkirk knows how to get the most from a Zoom interview. While we chat, he’s constantly using his laptop as an auxiliary information source; Googling names and dates for accuracy, and noting down references to read up on later. When he mentions Bernhardt, for example, he quickly pulls up his IMDb page to tell me everything he’s ever been in. It demonstrates a giddy fan-level enthusiasm for anything he enjoys.

This even stretches to his own show. Better Call Saul’s next season will be its last, bringing an end to a character he has now played for over a decade. I ask if he knows how it’s all going to end.

“I really truly don’t,” he replies. “And I try not to find out those things. I like being surprised just like a viewer of the story. I have my own theories, but they’re just basically fan theories.” So while he doesn’t know the fate of Kim Wexler he has a theory. “I don’t think she dies,” he says. “I think she’s in Albuquerque, and she’s still practising law. He’s still crossing paths with her. To me, that would fuel his desire to be on billboards everywhere, because he wants her to see him”.

With Breaking Bad and Better Call Saul, Odenkirk has participated in two of the greatest television dramas ever made. But he also has a reputation as a writer for Saturday Night Live, a stint which by all accounts he didn’t enjoy, and as a co-creator of the still-peerless 1990s sketch series Mr Show. He reveals that he is currently in the process of copy-editing a memoir – entitled Comedy Comedy Comedy Drama – that will focus heavily on this part of his career.

“I figured I’d write it early,” he says. “I’m aware of how fast pop culture moves these days. A lot of the things that I’ve done on a more cultish level will be forgotten in a very short amount of time. Things like Mr Show, which I’m super-proud of, even the stuff I wrote at Saturday Night Live, it’s just all very close to being completely forgotten. The truth is even a show like Breaking Bad, in a few years I’ll probably have to remind people of what it is.”

That’s absurd, I tell him. You’re talking about classics here. But he presses on. “I remember getting a brochure in the mail for a celebration of M*A*S*H, the TV show. And I remember thinking, ‘Wow, who remembers M*A*S*H?’ Try to tell a 25-year-old about M*A*S*H. They won’t know what the fuck you’re talking about. It was the biggest thing for 10 years, and it’s just completely gone.”

Prior to our conversation, I had searched for something – anything – from Mr Show that could negatively date it. Racially insensitive episodes of everything from Fawlty Towers to 30 Rock have been yanked from the air in the past 12 months, as tastes change and creators get jumpy about shifting attitudes. I tell Odenkirk that the closest I could get was a sketch called New San Francisco, where a corporation buys a city and replaces its gay counterculture with a handful of foam-headed Village People mascots so as not to threaten the tourists.

“That’s about corporate takeover,” says Odenkirk. “It was really about New York. David Cross in particular despised the Disneyfication of Times Square.” Gentrification is still a big issue now, I point out. “It’s weird how much more should have changed by now,” he sighs. “People should grow more. They should evolve quicker. Boy, they should evolve quicker. Oh, my God, do we not evolve or what?”

During the Mr Show years, Odenkirk once wrote a Beach Boys pastiche entitled Mouthful of Sores, inspired by an illness that left him bedbound with stress. Is that element of his personality still intact?

“Oh yeah, no, I’m a high-tension guy,” he replies. “My dad was like that. He would get really pissed off at just the littlest thing, a short temper. I’ve certainly been guilty of having a short temper.” He’s spoken of his father before; a bitter, alcoholic, uninvolved man who left the raising of Odenkirk and his six siblings to his mother. It’s an upbringing that could easily fuel a lifetime of therapy but, in recent years, Odenkirk has appeared mellow, almost avuncular. Has his acting success worn away some of his harsher edges?

“No question, it makes it easier for sure, but I’m still that way,” he smiles. There was a 15-year lull between Mr Show and Breaking Bad. During this time, while his comedy partner David Cross vaulted from success to success with standup specials and a role on Arrested Development, Odenkirk seemed stuck in limbo. He directed a couple of films – Let’s Go to Prison and The Brothers Solomon – that received mixed reviews, plus he helped get the likes of Tim and Eric on TV, but nothing seemed to stick. In interviews from this time he spoke a lot of raising his young family, but what was happening to his career?

Odenkirk says that, after Mr Show, he struggled to find anything to say. “I worked the whole time, but Mr Show was so much of everything I wanted,” he explains. “I struggled with that, and I still do struggle with that, because that show was my brain on the screen. You have to try to find something that inspires you as much as that project did, because you have to want these things so desperately that you’ll work as hard as it demands to make them.”

This stretch sounds a bit like the middle volume of Michael Palin’s diaries, I say, where Palin aimlessly flits from project to project, unable to find anything that gave him the same direction as Monty Python. Odenkirk hasn’t read the diaries, but he leans forward, making another note about it on his laptop.

It feels like, especially given its title, Odenkirk wants to use his memoir to keep his legacy in the right order. He’s rightly proud of his acting work, especially on Better Call Saul, but it has come at a cost; overshadowing an influential but cultish comedy career that was once his entire life.

“The truth is, there’s a lot of people who don’t know I’ve ever done comedy,” he admits. “They’re going to pick the book up thinking they’re going to read about this guy who played Saul and did an action movie. But I write about Bob and Ray. I write about Monty Python and the Goodies. I write about Dave Allen at Large and Derek and Clive. I keep thinking about people who might pick it up and go, ‘I don’t know what the fuck he’s talking about.’”

Our interview time is over, but we’re busy talking about the comedy we like and Odenkirk still isn’t finished. “Let me tell you my favourite book,” he says, eager to squeeze out one final recommendation while he can. “The funniest book ever written is The Framley Examiner. They’re putting out a compendium. I bought eight copies.”

It’s hard to argue with enthusiasm this intense, so I make a note on my laptop.

• Nobody is released in UK cinemas on 9 June; out now elsewhere.