Harry Connick, Jr., is beginning to sound a bit like fellow New Orleans jazz superstar Wynton Marsalis. No, not in his approach to the music—the pianist’s and trumpeter’s styles widely differ. Nor does Connick share Marsalis’ propensity for spouting encyclopedic knowledge and the philosophy of jazz (which, by the way, Connick imitated so hilariously during last summer’s tribute concert to Ellis Marsalis). It is that Connick and Marsalis are such workhorses, invo...