Chicago had a loud, and profane, reaction when Jimi Hendrix invited them on tour. It was 1969 and the band, then known as Chicago Transit Authority, was turning heads with a style that infused a dynamic horn section with rock. In a recent appearance on the Broken Record podcast, co-founding members Lee Loughnane and Jimmy Pankow recalled crossing paths with Hendrix. “We were at the Whisky a Go-Go on the Sunset Strip,” Pankow remembered. “We were opening for Albert King. And we were in the dressing room waiting to go back on. There was a knock on the door. And...