Turning 60, the death of Peter Cook, some naff movies and messy relationships have had a curious shrinking effect upon Dudley Moore. Perhaps his new appetite for the classics will help increase his stature.

One lunchtime last week, Dudley Moore went to the headquarters of EMI Records in Hammersmith, London, to perform, for the entertainment of the staff there, some excerpts from his latest record. This is not, as one might assume, a recording of largely improvised conversational rudeness, in the manner of the Derek and Clive albums, and nor is it another piano-led jazz album, in the vein of the dozen such records that Moore released in the Sixties and Seventies, as a passionately indulged distraction from his comedy work. Rather, Moore's new album is a version of Grieg's Piano Concerto in A minor, Op 16. Or, in other words, Dud Goes Legit.

This a fairly bracing step outwards for Dudley Moore, though it was foreshadowed in 1990 by his work with Georg Solti on the didactic television series Orchestra! Moore refers to the record as "a first record, my Opus One", as if this were a new beginning altogether.

That said, the recording does include some additional material. Being entirely serious has never been Dudley Moore's particular forte. So, directly after the allegro moderato, with Moore alone at the piano, we pitch into a set of seven parodies, most of them dating back to Beyond the Fringe. There's the one that imagines the "Colonel Bogey Theme" from Bridge Over the River Kwai as if it were composed by Beethoven; there's a minute-long Schubertian nightmare entitled "Die Flabbergast"; and there's "Fantaisie-impromptu in C sharp minor on Olde English Music Hall Songs", which Moore threw together in a hurry one year as a present for Michael Caine on his birthday. ("I thought," Moore said, "what does Michael Caine like? I dunno. Maybe he likes music hall songs.") These skits sit at the end of this otherwise duly straight-faced recording like a musical equivalent of the smile which, when Dudley Moore appears before an audience, he is forever trying without success to suppress.

To judge by the audience that turned out at EMI, Moore amounts to a fairly unique kind of cross-over artist. The place thrummed in anticipation of his arrival - not just with the people from the classical division, but also the people from pop and from sales and marketing and promotions, hanging over a balcony and standing on the stairs, all craning their necks to get a look at the diminutive figure of Moore, in a dark silk shirt, jeans and a sports jacket, astride a piano stool at one end of the tall- ceilinged lobby area. Moore loves an audience. He is a small man and a giant ham. He gave the EMI staff a particularly energetic portion of the Grieg, his hands flying high off the keys. Then he started in on the parodies. Some low, brooding minor chords were heard, suggesting the imminence of something vast and terrible. "Daisy, Daisy," Moore sang, "Give me your answer, do."

His last movie role was in the doubtful farce Blame it on the Bellboy in 1992, and he hasn't really made a hit film since Arthur in 1980. Yet, in Britain, Moore's name still carries with it a kind of Hollywood buzz and he is still apt to arouse in us a not undilutedly honourable curiosity. We all know that Moore schucked off his homeland in 1973 and went to live where the sun and the money is; we're all still keen to see how it's working out.

After the EMI performance, at an honorary lunch held upstairs in the polished acreage of the EMI boardroom, the audience was smaller and Moore seemed much quieter. (Here, over grilled salmon, pumpkin risotto and a mange tout salad, Roger Lewis, the managing director of EMI Premier Label, talked to Moore about the possibility of recording some Bach, a notion that Moore seemed quietly warm towards, though there was a glass of red wine in his hand at the time.) After lunch, settling into an armchair for an interview, Moore seemed quieter still. It would, of course, be one of the major drawbacks about being Dudley Moore that people would expect you to be teary-eyed with mirth on a perpetual basis and to clinch every meeting with the "Goodbye" tune. But he seemed particularly under- charged.

He spoke slowly, drawing the words out, inserting long, reflective pauses into which some of his sentences disappeared, never to emerge. Occasionally, he would start an anecdote and let it dwindle into nothing, as if losing its thread. He talked for a while about versions of the Grieg he had listened to in preparation for recording his own, mentioning Barenboim and Ashkenazy, before pulling himself up with the sudden realisation that he was talking about Mozart, and not about Grieg at all. At 60, Dudley Moore seemed preoccupied, above all, with alarming failures in his short-term memory.

"For instance," he said. "I met someone and I couldn't believe that I'd had lunch with them the day before. I said, 'We had lunch?' She said, 'Yes - don't you remember? Lentil soup and smoked...'" Moore grimaced and shook his head slowly.

"Maybe the memory does play tricks. Increasingly, I'm thinking, 'What was their name? I knew that name yesterday.' I think that's what happens. At some point, I'll forget that I ever worked with Peter Cook, I suppose, and Alan Bennett and Jonathan Miller. I remember the death of Howard Cosell, a famous American sports commentator who wore the most horrendous toupee. I think he made a fairly wise remark - he said people fade away."

Moore brightened marginally at this point. "It reminds me of the old joke," he said. "At least, I think it's an old joke. 'What's Faye Dunaway doing now?' 'Oh, she's just Faye Dunaway.'"

Moore has always had a tendency towards melancholy, but it seems to have been increased in him by the death, earlier this year, of his former partner, Peter Cook. "I felt hollow," he said. "I did not know how to respond." When Moore learned that Cook had died, he called Cook's answerphone to hear his voice. Now, he says, he finds himself thinking a lot about ageing.

Moore's mother had rheumatoid arthritis when she was 50. Moore has found himself wincing in anticipation of its onset, though so far it has stayed away. "I do no physical exercise whatsoever but I'm going to have to at some point because things are starting to stiffen up." Moore then quoted a line from "some television programme". It went: "What should be soft is hard and what should be hard is soft." Moore laughed slowly. "I thought that was very funny," he said. "It's what happens to us."

We could be forgiven for imagining it would never happen to the perpetually boyish Dudley Moore. For much of the Seventies and Eighties, Moore seemed to be permanently on honeymoon. He was married to the actress Suzy Kendall for four years, ending in 1972. Three years later, he married the actress Tuesday Weld. Their marriage lasted five years. His marriage to the model Brogan Lane in 1988 lasted only two years. His present marriage, to Nicole Rothschild, is a little over a year old and they have a three-month-old son, Nicholas, but stories of the relationship's instability are already in the papers. ("I'm not going to get into that," Moore said.) A month before the wedding, Moore was, amazingly, arrested on suspicion of "cohabitational abuse". He spent two hours in a Los Angeles police station and $50,000 on bail. Evidently, he and Rothschild had argued while watching the Oscars ceremony on television. No charges were brought against him, and Rothschild later took the blame for the incident, claiming she had been "drunk as a skunk" at the time.

This all seemed impossibly removed from the calm Moore was said to have instilled in himself through expensive therapy. "I still stand by therapy," he said, "though I haven't done it for years. In my case, I was totally frozen for at least three years. I couldn't say a thing, couldn't come out with anything. Then I came out with everything."

Everything included a mother who had shown no affection for him. (The first kiss Moore reckons he can recall came from a nurse when he was seven.) And it included the years of Moore's childhood, which he spent in and out of hospitals, undergoing corrective surgery on his two clubbed feet. "I used to ask my mother and father, 'What happened when I was young?'," he said. "'What happened?' And my mother used to fob me off."

Moore's voyage into therapy is often written about as something deeply Californian, produced as evidence of his buying the LA package whole. But you can see why the Englishman in him might have been drawn to it. There were always striking contradictions about Moore that he was helpless in the face of. He was a working-class boy from Dagenham, but he successfully operated in traditionally middle-class areas - Oxford, broadcasting. He would have to be one of only a small handful of organ scholars from Magdalen College, Oxford, who managed to go on to become international sex symbols. (Jonathan Miller once referred to Moore's "pagan, almost Pan-like ability to attract women".) And his status as a sex symbol was itself bound around with contradictions - it had to do with his representing the cuddly opposite of what a sex symbol physically amounted to. He was the bloke who wins the girl with wit. He was mock-heroic beefcake.

"I liked group therapy," he says. "I thought that was very useful because you're interacting with human beings and not just talking to a therapist, which can be aggravating, annoying." It was in a group therapy session that Moore met the film director Blake Edwards. "I said to him, 'You're a director I admire, you did all those Peter Sellers films, and I just want to stop there because this is not meant to be an audition.'" But that's how it worked out. In 1979, Edwards put Moore in the "sex comedy" 10 opposite Bo Derek - Bo Derek and Clive, almost - and began Moore's somewhat truncated run as a cuddly Hollywood big-shot.

He has had to cope with the aftermath of that - the inelegant and abrupt journey from "sex thimble" to cast-off, though he has never had to feel entirely frozen out. This week, back in Los Angeles, Moore will have spent three days shooting a car rental commercial. He is also scheduled to begin filming a new Barbra Streisand movie called The Mirror Has Been Broken. But clearly playing the piano occupies him now more than it ever has. He has a studio by the beach in Venice in Los Angeles, with "a Bosendorfer upstairs, a Steinway and a Yahama downstairs." But the concentrated atmosphere of the place "scares the hell out of me", so he only puts his head in every now and again. Presently, he says, he plays mostly in the house he has rented in Venice where the piano is "conveniently adjacent to the kitchen. I like playing in that 'atmosphere of patience' which Schnabel talked about. It becomes something that you just do naturally." And physically, it's something he is fit for. A problem he had with a knuckle on his left hand, he said, seemed to disperse when he changed his diet and gave up eating dinners.

As he sits and plays, he is still prone to drift into jazz - "a chord and some jazz above it, just doodling". And the first programmable button on his car radio is a jazz station. "The car is the only place where I listen to music. There is no hi-fi in the house. I choose not to have one."

I asked him why he hadn't felt drawn to enter classical musical earlier. "It was the classical world's bitchiness," he said. "That's what put me off for so long. There is so much competition. It seemed be-smeared with venom. That's why I like coming from behind as an actor; an actor that does music is of interest, it seems."

How seriously can we take a Dudley Moore performance of Grieg? It might not help that the last comedian to record Grieg's Piano Concerto was Eric Morecambe, under the baton of Andre Previn in one of the truly great Morecambe and Wise sketches. ("I am playing all the right notes," Morecambe insisted, "but not necessarily in the right order.") When the world knows you best for your ability to grate the high against the low and spark a laugh, it's always going to be tough attempting to stick solely to the high-ground. This is the additional burden Moore carries into a serious classical rendition; he has to convince you somehow that he is not about to burst into song.

"I wasn't haunted by the memory of Eric Morecambe," Moore said. "Maybe I should have been. But I gave a fairly serious performance of it - suitably grave. And I'm now troubled unduly by how it will be received. I have become fatalistic about responses to my music. I have made up my mind that I will be received and ridiculed in a certain way, so I don't read any newspaper. Unless the review is entirely in the nature of a genuflection, I don't like to read it.

"The point is, I think there are some wonderful tunes in the Grieg. It's hard to ignore it. Schnabel once said, how can you like a concerto that goes 'der der da-da dum-flump' and so on. I don't have any hope or prospect of recording modern concertos, partly because I'm not that fond of them and partly because... I'm not that fond of them. It would seem daft to record a concerto that you didn't feel fond of - a waste of time." And for the first and only time in our conversation, Moore dropped into character, fluttering his eyelids and intoning, preciously, "For who knows when the good Lord will take?"

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