In nearly thirty years of making records, Elvis Costello has never released a proper live album. Fanatics know that Live at El Mocambo doesn't count because it was only released as a promotional item back in 1978 (and then again in 1993 as part of the Rykodisc box set, 2 ½ Years). So, for his first celebrated, official live album does Costello storm through the predictable hits with his Imposters in tow? Of course not.

To start with, My Flame Burns Blue is released through Deutsche Grammophon, which is known for its classical releases, but before you stop reading at the thought of another dilettantish, self-serving, musical whimsy by Costello, just know that it's astonishingly good. Yes, Costello dons his frighteningly inconsistent artistic hat here (remember The Juliet Letters?), backing himself with a 52-piece orchestra from the Netherlands, plucking obscurities from his back catalogue, and reinventing classics by other composers, but he marries the pomp with his typically egomaniacal persona in a tensely personal rendering of each moody piece.

For the opener, Costello tackles Charles Mingus' "Hora Decubitus", adding vocals with lyrics penned by Mingus' widow, Sue. That's a pretty risky step to take, but the man who once called Ray Charles a blind n-word (albeit in a drunken rant) isn't exactly shy. The hubris pays off, as Costello bellows his way through jazzy re-workings of classics like "Clubland", "Almost Blue", and even "Watching the Detectives." Latter period Costello, like the Burt Bacharach collaboration "God Give Me Strength", benefits from the added grandeur of the Metropole Orkest's filmic strings.

The artwork mimics the famed poster for Alfred Hitchcock's Vertigo, cementing its place in calculated retro-coolness. The slick, brassy horns that syncopate with Costello's brash vocal stylings sound surprisingly seamless. The cinematic sweep of "Favorite Hour" languishes in epic ostentation, but Costello's voice cuts the ice-cold strings with less trilling than usual and certainly more sentimentality but not without a twist. "Speak Darkly My Angel" is serenely majestic in Costello's epiphany as the song climaxes: "I look so good in black."

The jazzy sway suites Costello's powerful pipes, especially when he's in pining mode. And everyone knows that Costello is at his best when he's either pissed off or yearning.