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“Who knew jazz was such a threat to the U.S.?”

This was the rhetorical question Holly Cole posed to her audience at Birchmere Music Hall last night, by way of apology and explanation for the gig in Alexandria that she had to cancel last February. In an open letter on her Web site, the Canadian singer explained:

I am terribly disappointed I had to cancel the first five dates on our US tour. I can’t tell you how upsetting this was…. This all happened because of a series of foul ups within the US Immigration Department…. Ultimately, I had to resort to canceling the shows because we simply weren’t allowed to cross the border.

Last night was Holly’s last gig of a tour that got way more complicated than anyone could have imagined, but she and her band went out in relative style. Sounding slightly strained at times—-a lot of travel and battles with American bureaucracy will take it out of a person—-she appeased an audience of die-hards with both big hits and new tracks. Shrieks of joy greeted the opening chords of “Cry if You Want To,” “Slow Boat to China,” “Me and My Shadow,” “Invitation to the Blues” (one of her finest Tom Waits interpretations), “Larger than Life,” and “The House is Haunted by the Echo of Your Last Goodbye.”

That the tour had worn her down became clear on the high notes, or in the gaffes where her remarkable instincts blatantly outstripped her delivery. A newer gimmick in her repertoire—-and generally, she’s not given to gimmicks—is a sort of hip-hop-infused scat technique that involves…well, a lot of repetition. And I mean a lot. Mercifully, she more than offset these moments with a brand of expression that, on the right songs, depends less on the state of her voice than the state of her conscience. (The right songs being those in which she sings with joy about deceiving herself, or with anguish about deceiving herself, or with something in between about…deceiving herself.)

Chaise Lounge, meanwhile – a band whose name is far cheesier than its music – provided the sexy opening act whose highlights included reimaginings of “I Wanna Be Like You” (from, yes, the Jungle Book) and a neat finale of “That Old Black Magic.” Highlights here were the demurely provocative delivery of Marilyn Older, the noirish, showy upright bass of Pete Ostle, and the Crescent City clarinet of Gary Gregg. (Not to give John Jensen short shrift. His trombone acrobatics warbled to perfection, and his scat was by far the best of the night.)

Meanwhile, my buddy and I were the youngest audience members by about 20 years. Don’t know why the rest of our generation ignored their invitation to the blues…maybe it had something to do with the border patrol. Who knows.