"I love comedy, and comedy is very difficult," says Coogan, who plays real-life journalist Martin Sixsmith, adapting his book The Lost Child of Philomena Lee.
"In America, I would say that if you are very good at comedy, you are kind of taken seriously. But in the U.K., there's definitely the residue of the notion that comedy is lowbrow by its nature. And that's to do with the class system in the U.K. America, for all its faults, is, relative to Britain, kind of classless: If you make the money, you get the respect.
"But if you do comedy - in the U.K. - in a strange way the subtext is that you lack substance. . . . But I am a serious person, underneath. . . . I've been doing comedy for 20 years, but doing that, you also hunger for something else. So when I came across this story, it spoke to me on an emotional level, on a personal level. And also, because I cared about it, I thought I could do something with it."
The story is a complicated and controversial one. Like hundreds of young girls of her time, Philomena was forced to give her baby up for adoption. Nuns in Irish convents, and other Catholic institutions, were in essence brokering newborns - selling them off to adoptive parents in the United States and elsewhere.
In the U.K., where Philomena outperformed Thor: The Dark World a few weeks ago at the box office, the film has reignited controversy over the "stolen babies" scandal. And while the Catholic Church does not come off well in Philomena, neither did Coogan want the film to become a strident indictment.
"I thought I might know how to tell this story, without falling into the traps of making it too quaint, or too cute," says Coogan, whose parents were Irish Catholic. "And neither making it too portentous or sanctimonious, and not overly polemical or lecturing."
No finger-wagging, then.
In fact, Stephen Frears, who directed Philomena, instructed Coogan to watch It Happened One Night and The Odd Couple to get an idea of the sort of mismatched-twosome spirit he was going after.
As for landing Dench for the title role, Coogan says it was simple: He trekked out to her thatch-and-oak "medieval cottage" in the Sussex countryside and read her the screenplay, Page 1 to finish.
"I hoped the part would appeal to her, because it was different from the sort of matriarchs that she often plays, and different from the M character in Bond. She often plays figures of authority and integrity, and this character was someone who had integrity, but no authority, and, in fact, was intimidated by authority. Philomena was a lost voice. She could be any woman, any older woman. That's the universality of it. She's an ordinary woman, in some ways. Although what she went through was actually extraordinary. . . .
"And I think it was the fact that she was a working-class woman, the sort of woman that Judi doesn't often play, that appealed to her as an actor."
And right from the week in early September when Philomena screened at both the Venice and Toronto film festivals, Dench's name started popping up on the list of likely 2013 best-actress Oscar nominees.
"That's thrilling," Coogan says of his costar and the accolades coming her way. "I still look at the posters and see her name on it and think, 'God, I guess we really went and did it.'
"It wasn't a dream."