Branford Marsalis’ musical career has been anything but humdrum. At 42, the saxophonist initially became renowned as a jazz artist before shocking fans when in the mid-1980s he quit his brother Wynton’s band to perform with rocker Sting. The oldest of the musical Marsalis clan, Branford released his first album as leader blowing jazz on 1984’s Scenes in the City. The outspoken musician spanned music’s boundaries recording in the classical field as well as heading up his own funky hip...