Well, here's where: the slaves in the south sang spirituals, and these evolved into gospel music. Mahalia Jackson is singing a spiritual here in gospel style...
The plantation dances called Cakewalks became more complex with their syncopated, "ragged" rhythms, and came to be known as Ragtime. Here's Tom Turpin famous "Harlem Rag" from 1899. Turpin was the owner of the Rosebud Bar, the center of Ragtime in St. Louis. He would later work with another Ragtime composer, Scott Joplin.
Slave songs were often sung in a "call and response" style, and this carried through to prison work songs.
Then there was the Blues, similar to the Blues we know today. In the early days of recorded Blues, mostly women with big, low voices sang this style. Here is Gertrude "Ma" Rainey singing the Jelly Bean Blues (1924):
Narrative song form was employed as the storytelling form. Harry Belafonte is demonstrating this form as he sings "John Henry."
Take all of these forms and elements and mix them together in New Orleans with New Orleans musicians, and you will come up with something like the Original Dixieland Jazz Band. They are performing their first recording, "Livery Stable Blues" here. Can you guess where the song got its name? (Hint: the brass players like to make horse sounds.)
And then there was Joe "King" Oliver and his Creole Jazz Band, with Louis Armstrong on second cornet! "Dipper Mouth Blues" (1923) here has an early example of the jazz tradition of taking (improvised) solos. Listen for King Oliver's cornet solo in this example, and also please appreciate the prominent clarinet...
See the woman at the piano? That's Lil Hardin who would later marry Louis Armstrong.
Funny story: King Oliver and the Creole Jazz Band went to New York City where they found success. They were offered the job of house band at the famous Cotton Club in Harlem but turned it down! The Cotton Club's second choice was a relatively unknown Duke Ellington Band--this is how they got their start! (I wouldn't make this up!) Listen for the growly "jungle" trumpets in this example from 1927...
...And that is where jazz came from!!
"Please appreciate the prominent clarinet."
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