Probably the finest all-female jazz group, the International Sweethearts of Rhythm was formed in 1939 at the Piney Woods Country Life School in Mississippi. The 17-piece swing group, which was led by singer Anna Mae Winburn, included such fine soloists as tenor saxophonist Viola Burnside and trumpeter Tiny Davis. Eddie Durham and Jesse Stone were among the arrangers. The Sweethearts gradually became popular in the 1940s, appearing on radio broadcasts, touring the U.S., and visiting Europe (1945). The orchestra only made a few records before its breakup in 1949, but a couple of...