NEW YORK – Sitting down for breakfast on a recent rainy New York day, Michael Shannon was uncertain about the prospect of food.

“They say you’re supposed to eat breakfast,” he said, pondering the option. “You don’t eat breakfast, you’ll go crazy.”

The possibility was not a remote one: Shannon has never shown a reluctance to do exactly that.

In parts like the obsessively upright, self-flagellating federal agent on HBO’s “Boardwalk Empire,” the unbalanced, truth-telling neighbors’ son of “Revolutionary Road,” and in “Take Shelter,” the actor’s latest, a small-town Ohio family man increasingly haunted by apocalyptic nightmares, Shannon has unflinchingly followed his characters into paranoia, anxiety and derangement.

In the end, coffee was judged sufficient, but nothing close to insanity followed.

Shannon, 37, dressed casually in a Jesus Lizard T-shirt (music was his first love) and a flannel shirt, proved that it is not his imposing size – 6-foot-3 with a rock-square jaw – or his ability to dramatically become unhinged that has made him one of the most admired actors around. It is his underlying sensitivity – his empathy for his characters and his attuned senses to his surroundings – that more properly defines Shannon.

“The characters I play, it’s not like they’re all in the asylum, separate from the rest of us,” he says. “I react to things. I think the world is an unsettling place. I have some anxiety about it. Maybe that comes through in what I do. But it’s not something I’m attempting to do.”

The source of Shannon’s paranoia in “Take Shelter,” written and directed by Jeff Nichols, is the movie’s mystery. Is his character losing it, like his mother did at his age? Or is the perceived threat real and outside his family?

Shannon’s performance, a carefully calibrated ball of tension and encroaching mania, has already earned him an underdog place in this year’s Oscar prognostications for best actor. After years of character actor and stage work, it’s the fullest cinematic display yet of Shannon: unadorned and still powerfully intense.

“I was really floored by his power and stillness,” says Jessica Chastain, who plays his wife in the film. “He has this great source of energy, but the stillness contains this great power and intense emotion.”

Shannon grew up primarily in Lexington, Ky. His parents divorced when he was very young, so he spent time between Lexington (where his mother lived) and Chicago (where his father lived).

He eventually moved to Chicago full-time and fell into the city’s flourishing theater world. He particularly connected with then-nascent playwright Tracy Letts, starring in his “Killer Joe” and “Bug,” in which he played a paranoid Gulf War veteran.

Acting appealed to him for its freedom to behave in ways that would be considered inappropriate offstage.

“It wasn’t an attention thing,” he says. “I never really gave a crap. I never really cared if people clapped or not. It’s a way to travel. It’s a form of traveling in another reality or circumstance.”

When he moved to Los Angeles to pursue film work, he found small roles in “Groundhog Day,” “Jesus’ Son,” “Vanilla Sky,” “8 Mile” and a number of Jerry Bruckheimer films (“Pearl Harbor,” “Bad Boys II,” “Kangaroo Jack”).

Nichols was among the first to recognize Shannon’s ability. Having seen footage of him at the writers’ workshop Sundance Labs, he was hit by a lightning bolt: “This guy needs to be in every movie I make,” he said to himself.

Nichols cast him in his low-budget debut, 2007’s “Shotgun Stories,” a kind of tale of slacker revenge. Having now twice directed him, Nichols noted he never once saw Shannon with a script in hand, but he always knew it backward and forward.

“His goal is to put something honest up on screen,” Nichols says. “It’s funny: Though we don’t talk about it beforehand or rehearse, as soon as I yell ‘Cut’ and move on, that’s when the conversation starts. ‘How’d it go? How’d it do?’ ”

In choosing his parts, Shannon is generally drawn to the material, comparing good writing to a Faberge egg that needs an actor’s protection.

In the case of “Take Shelter,” he identified with Nichols’ (and the script’s) anxiety over starting a family. Shannon lives in Red Hook, Brooklyn, with his partner, actress Kate Arrington, and their 3-year-old daughter.

“In my 20s and the first third of my 30s, I lived a very gypsy lifestyle,” Shannon says. “It didn’t really matter where I lived. I didn’t give a rat’s ass. Now I have a home and a family. … So it’s on my mind.”

Shannon acknowledges he has been pigeonholed for playing disturbed characters and notes it is “something I struggle with.”

“I’m certainly not going to do a $5,000 movie about a serial killer … about a guy who grinds people up or saws people,” Shannon says.

On “Boardwalk Empire,” his character, Nelson Van Alden has morphed from an Eliot Ness-type to a religious zealot who punishes himself for his lust for a woman not his wife.

In the show’s first season, he had a remarkable scene where he baptized a double-crossing colleague, drowning him.

“When Michael commits, he commits,” “Boardwalk” creator Terence Winter says. “We look at Nelson Van Alden as this religious zealot who maybe has a screw loose. Michael’s approaching it from the inside out, as a real man.”

In the upcoming Superman film, Zack Synder’s “Man of Steel,” Shannon will play General Zod, the villain earlier played by Terence Stamp. Thinking of working that film, which is currently shooting, in comparison to “Take Shelter,” Shannon says: “There’s not a word for how different it is.”

“Even though six months after I shoot it, when I’m doing press, they’ll say, ‘So, another evil bastard,’ ” Shannon says. “I’ll be like, ‘Yeah, but it was interesting.’ And I’ll explain why it was interesting.”