The show is very loosely tied together with fragmented scenes from the Susan Hayward film of the same title, following a woman as she traipses through seedy bars, running with the wrong crowd, and eventually ending up on death row. Unless one is familiar with the film, it's hard to follow the dialogue beyond the basic plot line, which seems unnecessarily dark for the songs she's chosen, and some of her banter becomes tiresome.
Indeed, her winning smile and pretty yet modest style is most suited to songs like Bobby McFerrin's "Don't Worry, Be Happy" (which she does twice during the evening). The Beatles' "I'm So Tired," also works well, buoyed by McKay's quartet of musicians, but when she tries to adopt a Tom Waits rasp on "Straight to the Top," it falls a bit flat.
McKay shines on her three original songs, especially, "The Down Low," a fiercely rhythmic song that melds lyrical intensity with an unrelenting chord progression that continually builds momentum. (McKay purists might want to wait for the Late Train weekend shows where she'll focus exclusively on her own songs.)
Perhaps in a longer show, McKay could flesh out the arc of the story or find a tie-in to make the material gel together. Still, there's a lot of joy to be had watching her jump through decades of the American songbook with a touch of camp.