Daily Mail Claims to Unmask Banksy
But perhaps his most provocative statement, and the one that generates the most publicity, is the fact that Banksy's true identity has always been a jealously guarded secret, known to only a handful of trusted friends.
A network of myths has grown up around him. That his real name is Robin Banks. That he used to be a butcher. That his parents don't know what he does, believing him to be an unusually successful painter and decorator.
Then there's the suggestion that Banksy is actually a collective of artists and doesn't exist at all.
Such is the curiosity about Banksy that when the great man threw a pizza box into a bin in Los Angeles, the box resurfaced on auction site eBay, with the seller suggesting that the few anchovies left inside might yield traces of his DNA.
He is the Scarlet Pimpernel of modern art, so adept at leaving false trails that even his own agent has claimed that he is not certain of his identity.
Armed with this photograph, we travelled to Bristol, long said to have been Banksy's home city, where we made contact with a man who claimed to have once met the artist in the flesh.
Of course, many people claim as much, but the moment one starts asking for more information, one discovers they actually 'know someone who met Banksy' - and the trail runs cold.
However, this man claimed not only to have met the elusive artist but was able to furnish us with a name - not the usual variations of the name Banks but one all the more intriguing.
The man in the photograph, he insisted, was formerly known as Robin Gunningham - and it didn't require much imagination to work out how such a name could result in the nickname Banksy.
Camilla Stacey, a curator at Bristol's Here Gallery who bought the property in 2000, said that Banksy and Robin Gunningham are one and the same person. She knew the house had been inhabited by Banksy because of the artwork left there - and she used to get post for him in the name of Robin Gunningham.
'I bought the house that he used to live in,' she told us. 'He had rented out a room but I think there had been problems with the tenants and the landlord had to sort of repossess it or whatever, so he was just selling it.
'When I moved in, the place had been covered in graffiti and stuff like that. I threw things in the bin.
'At that point Banksy was just someone putting up stuff around Bristol. He was just another artist who had graffitied around Bristol. It keeps me awake at night sometimes thinking about it.'
Banksy moved to London around the turn of the millennium, once again at the same time as a certain Robin Gunningham. Robin lived in a flat in Kingsland Road, Hackney, East London, with Jamie Eastman, who worked for Bristol's Hombre record label. Banksy drew a number of the record company's album covers.
In 2001 Banksy had his first unofficial London exhibition at which he spray-painted 12 works on to the whitewashed walls of a tunnel in Rivington, Shoreditch.
But it was his show Turf War, in July 2003, held in a warehouse just yards from Robin Gunningham's flat, that put Banksy on the map.
The exhibition included live pigs and a heifer sprayed with an Andy Warhol likeness. The Queen was depicted as a chimp. An animal rights activist chained herself to the railings in protest but the RSPCA gave its approval to the show.
That same year Banksy shuffled into the Tate dressed as a pensioner and glued a picture to the wall - it stayed there for two-and-a-half hours - and demonstrated against the Iraq War. He had arrived.
Given Banksy's long-standing success at covering his tracks, there is, of course, the possibility that the trail we have been following is a red herring, a complex set-up. But if it is, it must be the most elaborate such ruse ever concocted. And if it is, where is Robin Gunningham?
His father, who lives in Kingsdown, Bristol, denied that the man in the photograph was his son. Mother Pamela denied that she even had a son.
A former school friend of Gunningham's, Scott Nurse, said: "He was one of three people in my year who were extremely talented at art. I am not at all surprised if he is Banksy."
Banksy's publicist would neither confirm nor deny that the artist was indeed Robin Gunningham.
The paper says it has identified the "guerrilla artist" from a photograph taken four years ago in Jamaica, which shows a man kneeling by a spray can.
But a spokeswoman for Banksy refused to comment on the report. "We get these calls all the time," she told the BBC.
"I'll say what I always say: I never confirm or deny these stories".