Saxophonist and flutist Henry Threadgill is, alongside fellow Chicagoans Muhal Richard Abrams, Roscoe Mitchell, and Anthony Braxton, among the most original jazz composers who emerged in the 20th century. Threadgill's art embraces music from ragtime, circus marches, classical, bop, free jazz, reggae, funk, and more. He spent the '70s in Air, a groundbreaking experimental trio with bassist Fred Hopkins and drummer Steve McCall. They issued six influential albums. Between 1982 and 1989, the Henry Threadgill Sextet issued a half-dozen more, including You Know the Number. After 19...