Nancy Sinatra’s performance of “These Boots Are Made For Walkin’” fit just like a pair of well-loved, worn-in leather boots: iconically cool with just the right blend of cheekiness and coquettishness.

Frank Sinatra would have been 97 last Monday. His mystery still lingers with me, as does the memory of a concert—one of Sinatra's last—when he recaptured all of that complexity. Sinatra was both a ...