Now known as the most innocent of standards, “Pretty Baby” is really an artifact from the heyday of Storyville. And it’s virtually all that survives from the career of composer Tony Jackson, which by all accounts was a musically and socially remarkable one. The son of a freed slave, Jackson was apparently playing in brothels well before hitting his teens. Jackson was the James Booker of his time—a prodigy who could play virtually any blues, jazz or...