She is a woman of constant sorrow. At least in song.

Her lyrics are sad, her voice sadder and Alison Krauss' oeuvre sadder than sad.

But her voice is so pure, so authentic, so emotional that it's comforting. It's the last voice you want to hear before you fade into the next world. It's the voice you want your loved ones to hear at your funeral. It's the voice that puts the sweetness in bittersweet.

Her voice, along with the voices and musicianship of her band, Union Station, delivered a three-hanky, two thumbs-up performance Tuesday at the soldout Orpheum Theatre. It all added up to one terrific show.

Since she last performed in the Twin Cities in 2002, Krauss, the long reigning queen of bluegrass, has become the female champ of the Grammys. She's now won more (26) than any woman -- even Aretha Franklin. Of course, Krauss, 40, hasn't been strictly bluegrass for a long time. Did you hear "Raising Sand," her 2007 collaboration with Led Zeppelin's Robert Plant, which captured the Grammy for album of the year? At the Orpheum, the former teen fiddle champ didn't play her fiddle as much as she used to. She didn't tell as many corny jokes as she used to. And she added a keyboardist/accordionist and -- yikes! -- a drummer/percussionist to the band. But she sang enough dark, downbeat, death-obsessed songs to make you think her set list was compiled by Ralph Stanley and the Grim Reaper.

After Krauss did "Stay," a pleading piece that was a bit of an adult-contemporary hit for her in 1999, she said, "That's probably our happiest song because we don't know if he stayed or not," finishing the line with an exaggerated Southern-inflected vibrato.

Alison Krauss + Union Station Featuring Jerry Douglas -- the official moniker -- is more about heartache and hardscrabble, a lovelorn gal with a lonesome fiddle (or dobro) and a lonely voice singing about "Dimming of the Day" (all lushly understated yearning) and "Ghost in This House" (as hauntingly despairing as it was reverent). Not that she had a monopoly on sadness. Dan Tyminski, the singing voice of George Clooney in "O Brother, Where Art Thou," moaned in "Dust Bowl Children" (whose message was as contemporary as the music was old-timey) and "Man of Constant Sorrow" (a clap-along crowd favorite).

Adding to the blueness were the multi-hued licks of Union Station, especially Ron Block's banjo and Douglas' dobro, an eloquent enhancer of emotions. Douglas also got a solo spotlight, an instrumental dobro medley that suggested he might be Leo Kottke's country cousin.

Krauss knew how to break the melancholy mood of her music with humor. Her approach was off-the-wall, whether she grilled her bandmates about their eating and hunting habits or proposed new innovations (she had some wacky ideas for the duck feet that hunting-loving bassist Barry Bales might collect -- but you had to be there).

After wallowing in 'woe is me' for two hours, Krauss knew how to take everyone to the promised land. For the encore, she went to where bluegrass intersects with spirituals. Using just a couple acoustic guitars and one microphone, she and two or three fellows sang understated, abbreviated versions of "When You Say Nothing at All," her biggest pop hit, and "Whiskey Lullaby," her biggest country hit (with Brad Paisley). Then they went "Down To the River To Pray," her classic from "O Brother," before bringing it on home with "Your Long Journey" and "There Is a Reason," which served as both an explanation and a benediction.

Set list: