Chicago has a thriving jazz and blues scene, anchored by institutions such as the Jazz Showcase and the House of Blues. But one small club in particular draws me back time and again.

The Green Mill dates to before Prohibition. Al Capone was a regular customer, and a secret escape tunnel under the bar reportedly still exists. The interior appears unchanged from the 1920s, making it an unusually atmospheric venue for live jazz. I also come for “The Paper Machete,” a variety show akin to a Berlin cabaret held Saturdays at 3 p.m. (arrive by 2:30 p.m. to secure seats).

4802 North Broadway. Tel. (773) 878-5552.