This is Rickie Lee Jones’ America: hitchhiking across long expanses in lonely states, playing guitar in Los Angeles coffee houses, smoking cigarettes, the jazz songbook, drug addiction. Since her Grammy-nominated debut in 1979, Rickie Lee Jones has enthralled us with her sexuality and style, her heartbreak-tinged songs like “Last Chance Texaco,” her high-profile flings (see: Tom Waits), and her inimitable voice. Despite earning a place in American music history, her sound has long resisted categorization, with its elements of blues, rock and roll, pop, and jazz. “Must Be Love” is originally from 1984’s The Magazine, but this recording comes off of her just-released live concert film, “Live in Stockholm,” which was made in 2010. Jones plays City Winery Tuesday through Thursday evenings, performing songs off her first two albums.