Amy Helm has been a notable artist in her own right for a couple of decades now, but when she performs there are times she can feel her late father, The Band’s great singer/drummer Levon Helm, looking over her shoulder.

“There’s something that everyone who played with him can remember, and they called it ‘the Look’—you’d get it when you weren’t playing something just right. He was an older guy who’d paid his dues in spa...