“Every day I have the blues,” Memphis Slim famously sang back in 1949. The nightclub Harvelle's Santa Monica, however, has had the blues almost every night since 1931, when it opened during the Great Depression. Such veritable legends as Guitar Shorty and modern-day blues traditionalists like Dennis Jones, Jimmy Z., Arthur Adams, Rod Piazza and John Lee Hooker Jr. continue to break their hearts, stab at their guitar strings and blow out their harmonicas right before your eyes on the club's low stage. Located at the end of a long, narrow full bar and framed by a luridly red velvet curtain, the small stage also hosts regular R&B, soul, jazz and pop visitations from Magnolia Memoir, Tasha Taylor, the Delgado Brothers and Café R&B. What makes the room really heat up, though, are weekly performances by soul-jazz revue the Toledo Show, whose eponymous singer-leader is eternally tempted and teased by a sexy crew of lingerie-clad dancers, and burlesque troupe Harlow Gold, whose lascivious acrobatics often are quite cleverly site-specific. 1432 Fourth St., Santa Monica. (310) 395-1676, santamonica.harvelles.com.