Known to fans as the King of Smooth Jazz, Grammy Award-winning saxophonist Kenny G appears live at Humphrey's By the Bay in San Diego, performing cuts from his studio album "Rhythm & Romance" along with a handful of classic numbers. The sax master soars on his much-loved cover of "What a Wonderful World" and treats the audience to a trio of Christmas tunes. Then, go behind the scenes for an interview and rehearsal footage.