This was a blues club called Kingston Mine in Chicago... http://kingstonmines.com/
Connor was drawn to the Chicago blues scene in the early 1980s, eventually sharing the stage with James Cotton, Junior Wells, Buddy Guy. By 1987, she had started her own band, and recorded her first album for Blind Pig Records in 1989.
"The Green Mill is sophisticated informality, warm glowing atmosphere steeped in the heady sounds of the early ’30s and ’40s; it was actually patterned after Clark Monroe’s Uptown House in Harlem (as it was during the ’40s). Uniquely comfortable to all audiences from the sequined Saturday night date to the progressively dressed offbeat student, the magic of the Mill is that the audience commingles in its mutual respect for the music."
http://greenmilljazz.com/