On Uncovered, Tony Joe White’s new album, the man responsible for “Polk Salad Annie” is back with an album dotted with duets with Mark Knopfler, Eric Clapton, J.J. Cale, Michael McDonald and the late Waylon Jennings. “Shaking the Blues” is the last song Jennings recorded, done at White’s home studio shortly after Jennings suffered a stroke.

“He says, ‘I wrote a song while I was in the hospital,’” White recalls. “He says, ‘I don’t think I ca...