This downtown bar provides the ideal setting for listening to jazz—a cozy, softly lit chamber in the basement of one of Congress Avenue’s old buildings. You have to keep your eyes peeled to find it: The club entrance is a small door with a tiny sign, and it isn’t on Sixth or in the Warehouse District. The Elephant Room lines up first-class acts, mostly contemporary jazz. Tip: Go Sunday through Thursday, when the bar is less crowded.