Siros was among the most fertile grounds for rembetika, the haunting songs of the dispossessed, marginally criminal underclasses that probably began in Asia Minor in the early 20th century. Markos Vambakaris, the Bob Dylan, as it were, of rembetika, was born on Siros, which still prizes his music. You can hear rembetika at Xanthomalis (no phone; closed in summer) and at Lilis (tel. 22810/28-087) in Ano Siros, which sometimes have late-night performances on the weekends; reservations are a must.
As always on the islands, places that are hot one season are often gone the next. I'm not listing phone numbers here because phones simply are not answered. Stick your head into any of the many bars along the waterfront to see which is playing music that suits your taste. Liquid Bar gets rave reviews from a taxi driver I talked to who likes his music very loud. You can also join in the evening volta (stroll) around Plateia Miaoulis, take a seat to watch it, or drop in at Piramatiko, Agora, or Bizanas, longtime music joints. The outdoor Pallas Cinema, east of the main square, has one nightly showing, often in English.