Filmmaker and comedian Woody Allen shows his musical side in performance with the Eddy Davis New Orleans Jazz Band. Café Carlyle, 35 E. 76th St. Every Mon., 8:45 p.m. through Dec. 14. Tickets are $120 at the bar; $165 at a table, with a $25 food & drink minimum. Premium seating at $215, plus a $75 minimum. For reservations, call 212-744-1600.