The first time you visited London was just after WWII, the last time was in June to play at Nick Cave's Meltdown. How much has changed?

Well, I was staying in the same hotel that I was when we were here in 1947. It was the first hotel I'd ever stayed in and it was like a menagerie! Back then, the clubs would travel on tours just like the bands would. Old timers shared a lot. The only way we got that embrace was when we were travelling up and down that road. You'd run into someone that you knew and, in that circle, there would be many people who would hand you a thought. Old timers would tell you to get your crap together and go out there and do that gig. Get your act together and you'll make it. But there's not many today who share that embrace that the old time entertainers shared. They might not have always liked each other but, when they came to each others' performances, they were respectful. Not abusive.

You have known some of the greatest jazz performers. Weren't you related to Billie Holiday?

We were cousins-in-law. My second wife Chaney, her mother's cousin was Louis McKay, Billie's husband. It's true she had a rough life. There was a lot of beauty there, a lot of hurt. Take the song 'Strange Fruit'; she wrote it because she saw her father being hung. That's one thing she was carrying all her life. And, sorry though it was, the racial thing was big back then, too. There were many problems a young black girl had to face.

Charlie Parker was another friend who used to crash on your sofa.

Clint Eastwood made a movie about him (Bird), but he just didn't get the right information. Of course, the people who really knew Charlie Parker, Clint didn't actually get to. All that picture mentioned was junkie, junkie, junkie and nothing about how this person came to be a junkie.

Living in those times, I've seen this man be destroyed. He was stupid because he fell the wrong way for satisfaction but, other than that, he was an intelligent man. His parents wanted him to be a doctor, they didn't recognise he was so in love with his music. They wanted him to go to medical school. So he made a deal with his mother: I'll go to school but to be a pharmacist. So, he was able to get his own supply and, being able to get that supply, he had control over his use. Until they threw the book at him. When they found out he was on it, they busted him and that put him on the street. So he didn't have that control any more over the entity of destruction. I think people would have understood better if the truth was told about his life, not to say that you would understand that a man would destroy himself for dope, but to have that notion that it's a pointer for others not to do it.

But it wasn't Clint's fault either, cos he trusted people to tell him the truth about the man and his admiration for jazz musicians was what made him do the film. Cos this cat loves jazz. I played Carnegie Hall with Clint Eastwood, so I know that he is wrapped up in doing all he can for jazz musicians.

Your own career wasn't easy - management problems stopped you releasing what would have been a hugely successful album with Ray Charles in 1962. If you had that time again, would you do anything different?

Why go back - you've been there. Why do the whole thing again? You're gonna come through that same road and pick the same trouble up again.

That said, I wish many kids were serious enough today to take better care of business. OK, there's a lot of things I didn't know and, a lot of times, you let your attempts to be successful get in the way. I'm talking about my own mistakes when I say take time and learn. I didn't, so now I realise how important it is. I wish that kids could take a brief wake-up course to generate the ability to control what they're doing.

Your comeback began in 1985 and among your new admirers were David Lynch, who cast you in Twin Peaks and Lou Reed, for whom you sang on Magic And Loss. How was it to work with them?

David came to see me in London. In fact, Nancy Wilson and Ruth Brown hosted an engagement for me in California when I came back into the business: they got together and hosted the evening. He heard about that and came to see me play.

Lou - oh! When he called me to do the work - and he's always been all right with me as a person - the cats in the band said he's a hard taskmaster! When I came to sing the background work for him live, the cats in the band said: "Jimmy. Please stay. Can't you do another gig with us? The cat treats us better when you're around!" Lou is a unique artist. But he's confused. And it's not a bad thing, it's a sad thing. Confusion of his past life, his fast life. He was the boss. But, deep down inside, he's a pussycat.

When you play live, your songs often reduce the audience to tears. How does it feel for you?

I wondered about that: I'd be looking out at somebody in the audience and they would have tears. I would say to myself, is everything all right out there? And people say: "Oh, you made me cry, Jimmy." Well, I think that's what's so great and powerful about music. It's been with us all our lives, from the beginning to the end, and there are miserable moments, lyrics that can express it totally, how people feel inside and they understand it totally. Music gives you love, you give it love back. If you treat it properly, music has a life of its own, and I love it, I love it, I love it!