Laura Nyro was a songwriter’s songwriter, a prodigiously talented teenager from Connecticut, but inextricably linked to New York City. Between 1967 and 1971, she released five records of soul-meets-gospel-meets-show tunes-meets-rock ’n’ roll, influencing everyone from Elton John to Carole King to Joni Mitchell.

I’m not sure I got Nyro as a kid, when her music would float through the walls of my bedroom from a record player elsewhere in our house in Wales. There’d be the odd flash of something. The climax of “Tom Cat Goodby”—where the shuffling pop of the first half segues into the terse, tense repetitive line: I’m going to the country, gonna kill my lover man, for instance. Her compositions and musical decisions felt like challenges, obstacles to overcome, and as someo...