By general consensus, Bruce Springsteen’s first-Sunday performance of “My City of Ruins” was remembered as the great healing moment of the 2006 Jazz Fest. But another moment for the history books happened two days before, when Anders Osborne played on opening day. That set marked one of the first performances of “Oh Katrina,” a song he’d written in the wake of the storm. Sure, its premise was a bit obvious—Katrina as a woman who wrecked his home and ruined his life—but Osborne’s deep blue del...