He'd walked in to do the reading of his own works at about the same time as his long- time partner Jessica Lange stumbled onto her own stage in the West End to do A Streetcar Named Desire.
While Lange donned Fifties costume to play the unstable Blanche DuBois, Shepard carried a whiff of the ranch and the untamed West. His plain leather jacket, lean figure and capable hands echoed the voices in the plays he read from: ordinary people fighting tiny power struggles in the heartland of America.
The audience were tense in their draughty seats, aching to question the man seen by many as today's equivalent of Sir Walter Raleigh - Pulitzer Prize winning author and actor, ex-lover of rock legend Patti Smith, ex- rancher, ex-greyhound racer, looks to die for, member of Bob Dylan's 1975 Rolling Thunder tour, father of Jessica Lange's eldest children.
But he hadn't spilled the beans before and he wasn't going to spill them in Battersea. He sprawled in his chair, his cow licks tracing ironic question marks over his high forehead, and dodged the guns with laconic ease. What's he being drawn to write about now? "It's the same stuff - I don't like to say, puts a hex on it." What's the challenge in creating a new work? "It's inherent in the material." Has his approach to writing changed in the last decade? "How do you answer something like that?"
He was relaxing, trading stories with the audience about his truck (a Dodge Turbo Diesel "strong enough to pull a tree right out of the ground" he drawled) when he was hit in the solar plexus by the American girl who asked if his writing resolved his personal problems.
"I don't think writing is anything to do with resolving anything," he retorted. "The amazing thing about writing is it's an adventure, things start to open up, they don't start to get more resolved. I just don't look at it as being able to put things in the package and therefore it's OK - if I start trying to resolve something in my work I shut the door on it; it stops."
Another earnest American, a peace campaigner, wanted to know if he planned to protest about "America". "Ah don't have any faith in American politics on either side, to tell you the truth," Shepard told her to a wave of applause. "I'm a writer, not a politician, but I tell you what, nobody in America is going to solve the shit that's happening there now."
What did he think of Hollywood, asked a woman at the front. "Everybody knows what Hollywood is. You've read Day of the Locusts," said Shepard. "So why carry on making films for them?" asked another man. "Shameful isn't it?" Shepard drawled.
He fielded his last question pretty much as his lover was being raped by her brother-in-law at the Theatre Royal. Each half of that unusual Hollywood couple, baring their souls on stage, in their own different way.