“You’re at the wrong gig,” Robert Plant volleyed back as someone cried out for a Led Zeppelin song. In spite of last year’s electrifying reunion show the Led Zep vocalist has chosen to ditch Jimmy Page for a new musical partner, the country and bluegrass star Alison Krauss.

He and Krauss are an odd couple. They share handsome manes of hair but otherwise they’re a study in contrasts. The 36-year-old American country singer sings with a pure, aching soprano; the 59-year-old Wolverhampton rock god still has a virile wail to shake the foundations of the most characterless arena.

Together they made one of last year’s best albums, Raising Sand, which has sold over a million copies. Its low-key charms were not ideally suited to the cavernous venue yet the pair pulled off a spellbinding show.

Backed by a crack band led by their guitar-playing producer T Bone Burnett, whose black frock coat cheekily mirrored Page’s outfit at the Zeppelin reunion, Plant and Krauss were perfectly attuned as vocalists, playing a set that deftly mixed sweet love songs, mournful break-up songs and pleading blues songs.

Plant took a supporting role in the first half of the show, with Krauss’s clear tones ringing out on a stunning a cappella gospel number and a haunting version of Tom Waits’ “Trampled Rose”. The Led Zep man came to the fore in the latter stages, lending his bluesy moan to the barroom boogie woogie of “One Woman Man” and honky-tonk of “You Don’t Knock”, as Krauss played fiddle and sang backing vocals.

The astonishingly versatile backing musicians played country stalwarts such as banjo and steel guitar, with the odd snarl from an electric guitar. Plant grew up modelling himself on black bluesmen, but with Krauss he has immersed himself in “the white man’s blues”, as country music has been called. A hillbilly twist was given to a pair of Zeppelin tracks, “When the Levee Breaks” and “The Battle of Evermore”, the latter’s Celtic mysticism transformed into raging Appalachian roots-rock with both singers attacking the vocals. It was enough to win over even the most diehard Led Zep fan.

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