To Czbbcl: The Chicago night club is The Green Mill, where Companion was recorded. The club is on the north side, at Lawrence Avenue (4800 North, if you know Chicago) near one of the El lines close to Lake Michigan. It's been there a long time, actually started as a speakeasy, as I recall, and may have been connected to Al Capone. A great spot that usually features local jazz talent, of which there is, of course, plenty.
To all those who are high on this singer: She is one I can admire and respect for trying a different approach, but I simply don't connect emotionally. Cold and, to borrow another responder's word, calculated, perhaps even contrived, immediately come to mind. Still, I have several CDs, largely because of the superb engineering by the great Jim Anderson (Look for the jazz recordings, especially the vinyl versions, he did with various performers, e.g., Paul Bley, Junior Cook, Walter Davis) on the Steeplechase label.) If you want great jazz singing and great sound, look for virtually anything by the vastly underrated Mary Stallings, a San Francisco resident, on Groove Note LPs or the recent release (on a different label, I believe) of her in performance at the Village Vanguard in New York. Or better yet, forget the sound, and go listen to everything ever recorded by Billie Holliday!