After 22 years with Columbia Records that produced over 30 jazz albums and 11 classical albums, many of which have gained multiple Grammy awards, plus the Pulitzer Prize-winning Blood on the Fields, trumpeter Wynton Marsalis’ association with the label is over. His new album, The Magic Hour marks his debut on the Blue Note label.

News of his departure from Columbia flashed the jazz world with some questioning if it indicated a slip in the st...