Marc Cohn: After umpteen performances at the Minnesota Zoo, the “Walking in Memphis” piano man heads indoors for a two-nighter in the intimate Dakota. Recent set lists have drawn heavily from his 1991 eponymous debut that led to the Grammy for best new artist. (7 p.m. Fri.-Sat., $62-$82) SOLD OUT
Nellie McKay: On her palate cleanser of a new EP, “Bagatelles,” the quirky New York cabaret darling offers solo interpretations of standards, accompanying herself on either ukulele or piano. There’s a hushed intimacy whether it’s the gentle purr of “I Concentrate on You,” the breezy jazz of “Accentuate the Positive” or the least zippy “Zip-a-De-Do-Da” you’ve ever heard. (7 p.m. Wed., $30-$40)