“St. James Infirmary Blues,” a song deeply connected to New Orleans, ends with just a touch of Chopin’s “Funeral March,” the third movement of his Piano Sonata No. 2. At the Maple Leaf Bar in the Carrollton neighborhood of New Orleans, James Booker would rant and scream over his piano playing jazz before casually rolling into Rachmaninoff or Lecuona. These are just a few examples of how the classical piano is as much a part of New Orleans music as the jazz trump...