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On a serene Friday evening recently, Shawn Colvin and Steve Earle were in Lower Manhattan, ripping through “Wake Up Little Susie” in a club jammed with their contemporaries. With cropped hair, white boots and a black mini touched with fringe, Ms. Colvin, 60, looked the part of an edgy folky. Bearded and bespectacled, Mr. Earle 61, resembled a benevolent anarchist behind his acoustic guitar.

It was a long way from the dives and dance halls where they started. Tonight, no one would throw a drink or land a punch. The civilized fans at City Winery did raise smartphones to capture the action, but otherwise they listened reverently, cradling their pinot noir.

For Ms. Colvin and Mr. Earle, the June 10 show was the beginning of a four-month-long American tour (their second together) and the debut of their first dual album. Revered as songwriters, they wrote six tunes for “Colvin & Earle,” which has been warmly received by critics, particularly the first single, “Come What May.” “They’ve elevated their collaboration to the level of top-flight album-making, bringing seemingly opposing impulses to the process,” NPR said.

If the new work does pack an emotional punch, then credit the synchronicity that fuels their partnership. Acquaintances for years, they discovered during their collaboration that they had been dancing with the same demons. “We can communicate in a kind of shorthand that no one else understands,” Mr. Earle said.

Both have survived addiction, broken marriages (seven for Mr. Earle alone) and epic emotional distress. Born in Vermillion, S.D., Ms. Colvin suffered from depression and anxiety early on; anorexia and alcoholism struck later.

All of it, including her 1984 recovery, was chronicled in her memoir, “Diamond in the Rough.” In 2002, she divorced her second husband, Mario Erwin, a photographer; their daughter, Callie, 17, lives with her in Austin, Tex.

Mr. Earle, who spent his early life in San Antonio, topped Billboard’s country charts with his album “Guitar Town” in 1986. Four years later, he was derailed by an addiction to heroin and “dropped off the face of the earth,” in his words.

His turnaround came in 1994, when a Tennessee judge sent him to jail for cocaine and weapons possession. Released after two months, he left his addiction behind, but his personal life remained tangled.

Last year, his nine-year marriage to the singer Allison Moorer ended. The two share custody of John Henry, 6, who is autistic. (Mr. Earle’s two other sons, Justin, a musician, and Ian, an electrician, are from previous marriages.) He has homes near Nashville and in Manhattan, where he lives on Bleecker Street.

Demons aside, the pair have forged enduring careers: With 11 albums, Ms. Colvin scored a Grammy for her debut, “Steady On,” in 1991, and collected two more in 1998 for her revenge ballad “Sunny Came Home.” She has toured with Suzanne Vega and Mary Chapin Carpenter, acted in plays including “The Vagina Monologues” and voiced the character Rachel Jordan on “The Simpsons.”

Mr. Earle, a three-time Grammy winner who has released 17 studio albums, is known for defiant roots-rock anthems like “Copperhead Road” as well as bittersweet songs like “Someday.” He has published a novel and a collection of short stories, made his name as an antiwar activist and played a street musician in HBO’s “Treme.”

In Nashville last month, Ms. Colvin and Mr. Earle sat down at the Hutton Hotel, and later at a recording studio, to talk about their parallel paths and deepening bond. They continued in Manhattan, Mr. Earle in his West Village apartment and Ms. Colvin in her room at the Ludlow Hotel.

These are edited excerpts from those conversations.

Shawn Colvin: The first time I heard Steve’s songs, I was here in Nashville at the home of a rat who will remain nameless. He said, “Have you heard this?” and he pulled out “Guitar Town.” I was blown away.

Steve Earle: I met Shawn when I was playing the Iron Horse in Northampton, Mass., in 1987 and she opened for me. I’d never heard her, but when I did, I knew I was looking at a really strong performer.

SC: I didn’t know you heard me. When I went backstage to meet you, you were kind of preoccupied.

SE: With what?

SC: I don’t know; you were about to go on. You just seemed antsy.

SE: I was a drug addict. I may have booted you out of there so I could get high.

I’d gotten to this town when I was 19. Then in 1986, I made this record and all of a sudden people paid attention to me. I could afford more and better drugs, and by 1992, I was homeless.

I was borrowing friends’ cars to sleep in. I didn’t have a guitar. I didn’t make any music. I listened to mostly hip-hop because that’s what the people I was hanging around with were listening to.

The very, very dark place I was in, I remember walking down Murfreesboro Road in Nashville and seeing people I knew across the street. I was worried about trying to stay to one side so they wouldn’t recognize me. Then I got to a gas station and looked at myself in a mirror, and I realized my front teeth were missing. I had dreadlocks out to here, so there was no way anybody would have known who I was.

The two glimmers of hope during that time were that Emmylou Harris recorded “Guitar Town” and you recorded “Someday.” It sort of made me feel like what I’d done meant something.

I think the second time you and I saw each other was at the Telluride Bluegrass Festival in 1996. I was clean by then. I was with the Train band, and you were running around stealing other people’s babies. You had the worst case of baby-itis I’d ever seen. By the time I opened for you at Wolf Trap a couple of years later, your husband was about 10 paces behind you pushing a stroller.

SC: Callie was born in 1998, when I was 42. I raised my daughter in a great place, but it’s duller. I miss New York a lot.

SE: I need the input to keep doing this job. I don’t understand people who wear earbuds on the subway, man. You’re missing the songs.

I think Shawn and I both knew there was something really similar in where we were coming from as performers. But I didn’t know until you told me on the last tour, in 2014, that you were in the program. I hadn’t read your book.

SC: When I became sober, I was 27 and struggling as an artist. As a kid, I was depressed and riddled with anxiety. The bottom dropped out when I was 19. I was given an antidepressant, and it really helped. But then, as many depressives do, I went, “I don’t need this,” and I went off the drugs. So the depression and anxiety returned, and I learned to medicate myself with beer and wine. I was very controlled: I was getting drunk, but I was totally under the radar. But I had suicidal hangovers that were about to take me down, so I knew I had to quit.

I remember when I was first getting sober, part of the mind-set of an addict is that there’s shame and self-loathing. And somebody said, “Treat yourself like a sick person.” That helped me so much. It was like, “Oh, I don’t have to own this emotional baggage, I’ve been sick.”

SE: Give yourself a break, it’s an illness.

SC: That’s right, it’s an illness.

SE: I make meetings on the road. I have to. Shawn does phone meetings.

SC: I have a sense of safety with you because there’s a shared experience. I’m together in a lot of ways but partnering up with another individual and being able to share a living space and work through whatever comes up — it’s my Achilles’ heel. It’s a combination of probably picking people that aren’t right for me and a lot of mistrust. So that fuels a lot of songs.

SE: I got married a lot in the ’80s. There were a lot of drugs involved in that. I thought I was supposed to be monogamous and that marriage would be idyllic. But I’d get out on the road and look up and I’d have a lot of girlfriends and be in love with all of them.

My therapist says I consistently choose women that I couldn’t possibly have a successful relationship with because I really want to be alone. I’m starting to believe her.

Shawn’s a more introspective writer than I am. I’m always writing about me and I’m not scared of giving it up, but I just tend to do it using language that’s more prose than poetry. I’m as much influenced by Joseph Mitchell and storytellers that I used to hunt and fish with, my grandfather and my uncles, as I am other songwriters.

SC: My music is basically perceived as folk or softer rock. But Steve’s has an edge, which I’ve always been attracted to.

SE: Shawn does what I do, and she did it literally backward and in heels. That’s not nothing, being a woman making art and having to protect it in a male-dominated business.

SC: It was a beauty contest in the ’80s. If they played two women back to back on the radio, it was almost a scandal. I have a lot of women who are my heroes because of the same issues. But I don’t dwell on that.

There was a trajectory where “Sunny” was a big hit. That was not sustained, but I was never a hit artist to begin with. So that didn’t bother me. I don’t care if I sell out big concert halls. I have no desire to do that.

I won the Grammy for “Sunny” when I was 40 years old and had made four records, so there was a sense of having paid my dues. When Ol’ Dirty Bastard stormed the stage [arguing that his group, Wu-Tang Clan, should have won the award in another category], it was confusing. You’re in the moment, and someone has taken over the podium. You just wait for it to play out. I don’t hold a grudge. The next day, I got a fax and flowers from him, and I saved the note.

When Steve suggested during our last tour that we make a record together, I listened only halfheartedly because to bring two artists together and deal with their schedules, especially because Steve never co-wrote, it doesn’t happen.

SE: The way we played together and our voices sounded together, I thought that as a songwriter I’d want to write for that group. Shawn is more like me artistically than anyone I know. What comes naturally to us is to just stand up in front of an audience with an acoustic guitar, and there’s nothing harder to do.

SC: I envy Steve because I’m a reluctant writer. I say I’m afraid of writing songs, Steve says he’s afraid not to. He’s just got that drive. I could use more of that, because it compromises one’s creativity a bit to become a single parent and to endure the rigors of the road.

SE: I’ve done the parenting stage that Shawn is doing, so we can’t help but talk about it. Sometimes we don’t want to talk about it, but that’s something we have in common.

SC: You said something about teenagers being crazy. And that they’re going to turn out the way they’re going to turn out.

SE: I ran away from home when I was 15. So what was I going to tell Justin: Don’t drop out of school and play music for a living? I was also absent a lot. Sometimes I was absent when I was home because I was an addict. And it was not lost on my two older boys how much better a parent I am to John Henry.

SC: I was gone a lot, too. I don’t know about Steve, but I feel guilty about it.

SE: I do, too. The thing I feel the most guilty about is that there was no way I was going to quit. Justin was raised until he was 3 on food stamps and government cheese. And if “Guitar Town” hadn’t happened, I would have kept doing this whether I made any money or not.

SC: I did stay home when Callie was going full on into puberty. But I paid a price for not working as much. I’ve just had to reconcile that this is my job and this is her lot. You know, it’s painful. It’s the same as getting divorced.

SE: I was going through a divorce the first time we toured together.

SC: I was a witness to it because we were on the road and you were taking calls from lawyers and your wife and trying to hold down the fort by being in touch with John Henry. I felt for you because everybody goes crazy during divorce.

SE: You end up hating your lawyers as much as you hate their lawyers. Did I tell you about driving around with my lawyer in a convertible in Williamson County when I was going through one of the divorces? Her lawyer called and he pumped up his chest, you know, and made a bunch of threats, and we’re riding along smoking a joint and at the end of the call they make an appointment to play golf. That’s when I realized I was [expletive].

SC: I’d say I’m over guys. I’m not lonely, my life is really full. But I do feel invisible sometimes.

SE: We did talk about that. You said you felt invisible to men.

SC: In terms of guys at the coffee shop — you just say a friendly “hello” and some of them look right through you.

SE: Do you remember what I said when you said you felt invisible to men?

SC: I never remember anything.

SE: I said you’re not invisible to me.

SC: Awwww.

SE: I get it. I know what you mean. I haven’t given up on girls, but at this point, I’m grateful to just have a career, and I think Shawn is grateful, too.

SC: I’m happy that I still have a job. We’ve both been doing this for 40 years, and it’s a lot of fun. Living well is the best revenge. Writing well is the best revenge. Working well is the best revenge.