The Pet Shop Boys/Madness, Heaven, London

The Pet Shop Boys' stock has been gently sinking for 15 years. Since perfecting their English art-disco with Very, the consistency of the sleekly subversive pop singles that made them dance culture's Kinks has been lost. How much Neil Tennant confirming he was gay also contributed to their commercial slide is a matter for their audience's consciences. But in Heaven, the often gay nightclub, the Pet Shop Boys' enduring quality and meaning becomes movingly clear.

They have interrupted making a new album to play a benefit show for the family of their assistant Dainton "The Bear" Connell, who died in a Moscow car crash last year. Also billed as a celebration of 20 years of house, with DJs such as Danny Rampling and Judge Jules spread through the club's four rooms, the core of the Pet Shop Boys' constituency is here.

They open with Very's "Go West", expanded from the Village People's original vision of a San Franciscan gay utopia to include Red Army and British miner dreams. "Rent" recalls Tennant's peerless exploration of interior despair to a disco beat, as he sings in his adenoidal voice: "Look at my hopes, look at my dreams... I love you, you pay my rent." What begins as a gay transaction ends as a universal equation of trapped, bought love. "Interwar" sees Chris Lowe, drily anonymous as ever behind the keyboards, lead the band's squelching synth-lines and hi-energy beats. "West End Girls" takes us deep into the decade of their pomp. Softly oriental synth-pad beats combine with Tennant's rap to conjure visions of a Blade Runner Japan, and East End City boys. "It's a Sin" sees Tennant, unusually animated, clasp the mic in prayer. The night's sad purpose underpins this chart set.

Madness's Suggs and Chas Smash join in on a cover of their hit "My Girl". The equivalence between these two subtle chroniclers of English life is suddenly apparent. "Being Boring" brings things to a close. It is another song of private dreams – the Pet Shop Boys' best. Connell's widow, Mandy, then walks on with her daughters, who break up at the sight of the crowd here in their dad's name. It is a rare moment when the personal basis of pop music becomes movingly explicit. The Pet Shop Boys, singing their catalogue's cream for a friend, have refound their own modestly brilliant heart.