MARK Steel is one of the UK's most travelled comics, as six series of Mark Steel's in Town for Radio 4 testifies. But now he's on tour with his latest stand-up show – and this time his journey is emotional rather than geographical.

In Who Do I Think I Am, Mark charts part of his life, which started in an ordinary family in an ordinary house in Swanley in Kent and leads to the glamour of the Swinging Sixties in London, the British royal family …. and Lord Lucan.

Mark was adopted by Ernie and Doreen in 1960 when he was just a few days old, and was their only child. It was a close family; he always knew he was adopted and wasn't interested in finding his birth parents until he became a dad himself. So some years ago he started to trace his birth mother - “I thought she might remember me,” Mark says drily – and it was then that the astonishing details of his birth parents, Frances and Joe (who were both barely in their twenties when he was born) started to emerge.

It turns out that Mark – famously an old-fashioned lefty whose column for The Independent regularly skewers politicians of all shades – is not only the offspring of a multi-millionaire former Wall Street trader, but also has a direct connection to several other international capitalists and playboys. Joe, a world backgammon champion who now lives in the United States, used to gamble at the famous Clermont club in London alongside “Lucky” Lucan, who disappeared in 1974 after the family nanny was murdered. Members of the royal family, meanwhile, were regular visitors to Joe's home when his family lived in London.

It's a remarkable tale, and one that Mark is still uncovering. “Every time I do a bit more research, it just keeps getting more absurd, like a badly written novel by Jeffrey Archer,” Mark says, laughing at the thought. “People would be entitled to say, 'Come on mate, you're just making this up', because it seems so far-fetched. But I promise you, every word is true – I haven't even slightly exaggerated a detail for comic effect.”

While the critically acclaimed show – which premiered at the 2015 Edinburgh Fringe - is very funny, it also has some tear-jerking moments. “People say, 'Oh you're so brave',” Mark says. “And I reply, 'No, it's not brave. Doing it in Raqqa would be brave'.”

“The resolution of the story is that it's all turned out OK – it doesn't have to be a big emotional song and dance.”

He admits, though, that his views on the nature-versus-nurture debate have changed. “Before I started this process I would have been adamant that you are just who you are, but now I think it's a bit of both.

“Clearly I can't now argue that case. I think we are an unfathomable mixture of environment and something that's in our genes, and to come down hardline in either direction is equally daft. It's a complicated mix that you cannot predict.”

Mark has two children, and so can muse on nature versus nurture in his own home. His son, Elliot, 19, is a stand-up comic himself, while his daughter Eloise, 15, shows talent as a comic actress. He's clearly proud of their achievements, but bats off the suggestion that they have inherited their talent from him. “With my son, whether it's something genetic which means his brain is hardwired in a particular way, or whether it's because he's been around comics all his life and can easily imagine a career in the industry, who knows? For many people comedy would be an impossible dream, but for him it was a perfectly normal career option.

“My daughter's a very good actress; she was in a musical at school recently and she was brilliant and I genuinely mean that. But I'm not going to push her in any direction.”

When Mark is doing his radio show, he usually takes at least a day to walk around town, going into libraries, cafes and museums to chat to folk to uncover the area's interesting stories and quirky locals, but he has less free time on this tour. He is, however, a keen football and cricket fan, so if his schedule allows he plans to watch some local sport whenever he can.

And who knows, there Mark may bump into someone who knew his birth father – as happened during the Edinburgh run, when a solicitor approached him after the show and said: “I once met Joe.” What are the chances of that happening in a nation of 64 million, you may think – but then, as audiences at Who Do I Think I Am have discovered, Mark Steel's life story often defies belief.

Mark Steel appears at Nuffield Theatre on Sunday.

Tickets: 023 8067 1771 or visit nuffieldtheatre.co.uk