“It’s nice to play somewhere twice,” Kelly Hogan noted a few songs into Thursday night’s sold-out Neko Case concert at First Avenue. Showing the wit she brought to “Wits” at the Fitzgerald Theater in May, Case’s equally golden-voiced singing partner gave a funny explanation why she likes pulling a double-nighter: “They let you clock in. You feel like you belong.”

Ah, but the pleasure was all ours. Case, Hogan and the versatile boys in the band made their overtime in Minneapolis count. They changed up their set list pretty significantly on the second night and delved deeper into her catalog than at all the in/out, wham-bam-thank-you-mam cities on her current tour. One of the highlights of the night even wound up being “Favorite,” which Case said the band rehearsed “for hours and hours” after a fan requested it Wednesday at First Ave. She was probably kidding, but you wouldn’t have known it.

Thursday’s set list hardly seemed thrown together, though. “Favorite” fit in with a cohesive montage of songs toward the middle of the set that offered a cool slow-burning effect. The noir aspects of Case’s writing style were on full display under low stage lights in such darkly twangy tunes as “Set Out Running” and “The Pharaohs.” Things turned more dramatic and anthemic in “Nothing to Remember” and the new gem “Wild Creatures,” the latter of which found like-a-glove new guitarist Eric Bachmann (Archers of Loaf) pulling prime double duty on piano.

Case wound up pulling in nine songs off her new album, “The Worse Things Get, The Harder I Fight, The Harder I Fight, The More I Love You,” which proved to be fully justified. Other standouts from it included “City Swans,” which charmingly echoed early R.E.M., and the heartbeat-paced “Calling Card.” The latter newbie started off with Case laughing through some slipped-up lyrics but did a 180-degree turn into something breathtaking.

She and Hogan also had a little fun toward the end talking up the old times (or old Time?) at First Ave. “I know everyone loves Prince here, but I’ve always had a soft spot for Morris Day,” Case said. Hogan responded, “I always had a soft spot for Jerome [Benton].”

Any touring acts that remembers First Ave lore so well deserve to play a three-nighter next time. Here’s Thursday’s set list:

Where Did I Leave That Fire / This Tornado Loves You / Bracing for Sunday / Lion’s Jaw / The Tigers Have Spoken / Deep Red Bells / Set Out Running / The Pharaohs / City Swans / Favorite / Red Tide / That Teenage Feeling / Nothing to Remember / Wild Creatures / Calling Card / Hold On, Hold On / Night Still Comes / Man    ENCORE 1: Don’t Forget Me (Harry Nilsson cover) / Local Girl / Ragtime    ENCORE 2: Star Witness

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