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Leslie Stevens may just be the sweetheart of the rodeo. Not your traditional rodeo, mind you: this one’s a traveling road show, a displaced menagerie of vintage country rock, Laurel Canyon folk and haunted gypsy jazz.

Roomful of Smoke, the new 13-song LP from Leslie and the Badgers, shuffles and swaggers to the march of a different drum. It’s a glittering showcase for Leslie’s pitch-perfect, honeyed croon, a lighter-than-air twan...