Annie Lennox performs a rousing cover of “Mood Indigo,” backed by an orchestra and special horn section. “Mood Indigo” is a jazz standard composed in 1930 by Duke Ellington and Barney Bigard, who played with Ellington’s band for 15 years. The lyrics are by Irving Mills. Annie Lennox: Nostalgia Live in Concert airs on PBS on April 3, 2015 at 10 pm (check local listings).