Just before Rufus Wainwright sat at his grand piano Tuesday at Pabst Theater, a mustachioed man walked out and warned the audience not to applaud during the first “song cycle,” setting off every pretentiousness alarm within a five-mile radius. Then Wainwright walked out in a sparkling violet dress and went into “Who Are You New York?,” the first of a handful of tunes from this year’s All Days Are Nights: Songs For Lulu. Oh Rufus, I can’t stay mad at you for long. It’s tough to pick out the most impressive aspect of the opening “song cycle,” which paid tribute to Wainwright’s late mother, folk singer Kate McGarrigle. From the way Wainwright’s soaring tenor complemented his incredible piano chops in tunes like the bouncy “Give Me What I Want And Give It To Me Now” and the neo-classical dynamics of “The Dream” to thick tension in the silent spaces between songs as crowd members forced themselves not to clap or scream random shit, it was wall-to-wall captivating. After finishing his first set with a mighty rendition of “Zebulon,” Wainwright crept his way offstage, and then reemerged in a salmon-colored leisure suit for the second half, which kicked off with a stunning rendition of “Beauty Mark,” from his self-titled 1998 debut. From there, Wainwright displayed his signature exuberance. “Milwaukee at last!” he yelled, referencing his 2009 live record of the same name, recorded at the Pabst Theater. “This is my favorite theater in America,” declared the singer. “You guys have a hit here. Laverne and Shirley are making cakes in the basement.” After running through “Grey Gardens,” the singer also talked about eating at local German restaurants Mader’s and Karl Ratzsch’s. “I ate at that place that I always want to call ‘Ralph Nader’s restaurant’ last time I was here—you know, the place with the German food,” he said. “This time we ate at some place with an equally impossible name to pronounce, ‘Karlratchablah.’ Only, I’m a vegetarian now and there were sausages flying around everywhere. Ugh, I can’t wait to get home and see my boyfriend.” As he worked his way into the delicate piano “This Love Affair,” the songwriter urged the audience, “Think about me in the restaurant with sausages flying everywhere.” The evening reached its pinnacle when Rufus brought his sister (and show opener) Martha Wainwright onstage to join him for a cover of French vocalist Josephine Baker’s version of “Moon Over Miami” and a soulful take on Leonard Cohen’s masterpiece “Hallelujah,” filling the room with rich, haunting melodies as the sibling’s melodies danced into one another perfectly. The intimate performance stretched all the way back through Wainwright’s discography, dedicating “Dinner At Eight” to his father Loudon Wainwright III and “Memphis Skyline” to the late Jeff Buckley. After finishing up his proper set with fan-favorite “Cigarettes And Chocolate Milk,” the singer returned for a few encores and brought Martha and her squirmy baby son Arcangelo (yep, Arcangelo) onstage for “Poses.” Before wrapping up with “The Walking Song,” one of his mother’s tunes, Wainwright mentioned that $1 from each ticket sold was going to the Kate McGarrigle fund.