Woody Allen blows his horn for the love of jazz :: CHICAGO SUN-TIMES :: People: “That’s why Allen surrounds himself with top-notch musicians in his New Orleans Jazz Band. “They’re sensational,” Allen says of his bandmates. “I, of course, am in over my head.” They play almost every Monday night at New York City’s Carlyle Hotel, and did a short U.S. tour last year before heading to Europe.”