Alison Krauss & Union Station, Royal Festival Hall, London

Sorrowful songs are a source of joy as Krauss pulls all the strings

Union Station, I'd warrant, are the kind of band that don't stand on ceremony. Fellows of a certain age and appetite, they wear their shirts loosely untucked over denim jeans, their visages remaining rarely troubled by combat with the forces of King Gillette.

Amid this coterie of down-home Middle-American masculinity, there's something doll-like about the diminutive Alison Krauss as she wields her bow deftly across her fiddle. In her black dress, lacy black leggings and calf-length black suede boots, she looks rather like Stevie Nicks's chirpier country cousin, and she fronts her band with the innocent charm and confidence of Dorothy leading a cohort of cowardly lions along the yellow brick road, her high, clear voice piping through the interlocking twangs of banjo, guitar, dobro and mandolin.

Not that there's any deficiency of courage in Union Station's musical deportment: right from the opening bars, this is a dazzling display of bluegrass artistry in which the players routinely take the most outrageous chances, dashing off knuckle-knotting bursts of dervish picking in song after song. All are clearly at the top of their game, but the topmost would have to be dozen-Grammy-winning dobro player Jerry Douglas, who stands stage left, calmly peeling off a series of logic-defying licks that swirl through the arrangements, their easy, serpentine grace belying his unusual playing stance: wielding slide as on a pedal steel, with the guitar perpendicular to his body, he wraps the strap around his right forearm so as to brace his fingers at the right angle to best work their magic. It appears part picking, part bondage, but it seems to work for Jerry.

Many of the songs in the two-hour set are drawn from this year's Paper Airplane album, gently melancholic pieces like "Lie Awake" and Richard Thompson's achingly beautiful "Dimming of the Day", augmented by old favourites like "Ghost in This House", a made-over version of The Foundations' classic "Baby, Now That I've Found You", and "The Boy Who Wouldn't Hoe Corn", Krauss's little vamping stabs on the latter resembling a chicken pecking at corn. With Dan Tyminski displaying a nice line in rustic tragedy on songs such as "Dust Bowl Children", "I Am a Man of Constant Sorrow" and Woody Guthrie's "Pastures of Plenty", the general tone tends towards gloomy, though as Krauss cheerfully acknowledges, "We finally figured out that we're just sad people."

But perhaps the most impressive part of the set is the encore, in which the group sing round a single microphone, each individually distanced to achieve the perfect weight of harmonies, climaxing with a glowing a cappella version of Krauss's seminal O, Brother, Where Art Thou? moment, "Down to the River to Pray".