Bonnie 'Prince' Billy and the Cairo Gang, Shepherd's Bush Empire, London

Ah, another guise for the enigmatic Will Oldham to confuse the public with. Having released material as Palace, Palace Music, Palace Songs and Bonnie 'Prince' Billy, Oldham is now officially including the Cairo Gang (Emmett Kelly and Shahzad Ismaily) as a collective, having put out The Wonder Show of the World together in March.

Like much of Oldham's output, it is fair to assume that sales of the album have been, well, modest. But that doesn't stop the 39-year-old Kentuckian from packing out a show at Shepherd's Bush Empire. Oldham remains a cult figure despite endorsements from the likes of Nick Cave, PJ Harvey and Johnny Cash.

Yet the admirers he does have are fervent in their appreciation of him. And they would have to be to keep up with his output. One of the most prolific musicians around, he has released 17 studio albums since 1993, not to mention dozens of other EPs, collaborations and singles. Ever-evolving, he switches musical styles between country, folk, rock and bluegrass, all tied together by a solipsistic take on life.

Most of the show consists of tracks from the latest album, a bit of a shame considering it's not his best work. Still, it provides some beautiful moments: "Merciless and Great" is outstanding, with Oldham intensely staring out the audience, his rousing vocals receiving only the sparsest musical accompaniment. He is a mercurial frontman, but neglects interacting with the audience much in between songs. His devotees don't seem to mind, though, especially when he delights them with a version of "I See a Darkness", his best-known track.

Oldham remains an elusive figure, but the show is a gentle reminder of why he is often cited as one of the finest singer-songwriters in contemporary American music.