Mumford & Sons, HMV Hammersmith Apollo, London

On the airwaves, Mumford & Sons are no longer a band – they're a phenomenon. Just try and listen to a commercial radio station without hearing one or more of their songs in an hour, and you'll have your work cut out.

That's why, at the first night of their two sold-out dates in Hammersmith, it's initially a little hard to believe that this all began just three years ago, with just four lads who now stand grinning under spotlights at the front of the stage.

Apart from their huge success, there is another reason why the quartet is smiling so widely. The guys explain that Hammersmith is a particularly special setting, as they grew up just round the corner.

Kicking off with their debut album's title track, Sigh No More, the crafted nu-folk melodies and beautifully twee instrumentals that have set them apart from their contemporaries are laid bare.

The atmosphere in the crowd is heavy with devotion – almost every mouth forms their heroes' lyrics silently, many only take their eyes off the stage to turn to beam at their friends. Some are so overjoyed, they feel the need to hug each other at every interval.

They are rewarded with three new songs mingled between the familiar album tracks. "Nothing Is Written" boasts understated beauty, while darkly romantic "Lover of the Light" sees Marcus Mumford move from his usual position as frontman to the back of the stage to play drums. Immediately, the dynamics of the band refocus around him as he spits the defiant lyrics and adds pounding, driving beats instead of the usual folk band usual stomp.

Fortunately or unfortunately, depending on your view, these offer no real departure from what has gone before. However, when performed with such skill, passion and conviction, it's difficult to find fault.

"You're being far too kind to us," says Mumford bashfully during just one of the crowd's eruptive cheers. He seems to struggle with the band's new-found fame and looks overwhelmed by the crowd's responses.

The haunting "Thistle and Weeds" is accompanied by brass that echoes across epic soundscapes, displaying Mumford's range, while the massive single "Little Lion Man" even finds itself overshadowed by what has gone before.

The highlight comes in the encore, when the quartet attempt an acoustic number, another new one called "Whispers in the Dark". Clearly nervous, there is no facade or attitude and the pressure unnerves them as they call for hush. The crowd helps them, shushing the more rowdy members of the room until silence descends.

Their persistence is worth it – the pure earnestness and desire to please is so strong that they clutch their instruments until their knuckles visibly white. Mumford himself almost looks on the verge of tears, though none of the signature melodies falter. The stunt is a triumph.

Topped off with a stunning performance of "The Cave" that has the whole venue singing, this is a gig every fan will remember. Believe the hype.