Jimmy Nail was having an out-of-body moment. His lanky frame was folded in an armchair in the low-ceilinged basement lounge of the Neil Simon Theater for an interview, but his tired eyes suddenly searched the room's four corners, as if he were trying to see beyond its walls: back to Newcastle-on-Tyne, back to the shipyards where he and the men of his family once toiled. "I worked on big turbines that propelled the supertankers," said Mr. Nail, the son of a shipyard foreman who plays one in the new musical "The Last Ship," which has songs by another Newcastle native with a sharp-edged moniker, Sting. "You had a turbine shed that might have been four times the length of this room, and in the middle of it was a turbine, and men were crawling all over it like ants, welding it and polishing it."