One night in December 2004, a few hundred hipsters and art folk converged on St. Ann’s Warehouse, a progressive arts institution on the Brooklyn waterfront. The occasion was a 25th-anniversary benefit for the venue’s Arts at St. Ann’s program; the evening’s entertainment was Fire at Keaton’s Bar & Grill, an off-kilter song cycle by saxophonist and Jazz Passengers cofounder Roy Nathanson. Among the featured vocalists were rock iconoclast Lou Reed, Blondie heartthrob Deborah Harry, multimedia scribe Laurie Anderson, Chocolate Genius auteur Mark Anthony Thompson–and the fair-haired Nellie McKay.
McKay (rhymes with “hi,” not “hey”) sang the suite’s “Bar Stool Paradise” as a duet with Terrell Lee Porter, corkscrewing gaily through an Annie Ross-style vocalese. She clasped her hands together during an alto solo by Nathanson, who had the mien of a crazy uncle, and then scatted obligingly over a mid-tempo Hammond organ groove. According to the program notes, she was playing Cookie, a denizen of the fictive Keaton’s. It was difficult to know how well she was filling this role, but she seemed to have mastered another one: that of a nightclub jazz singer.