COLD SHOT - STEVIE RAY VAUGHN
It is a tune from Live Alive in 1986, he learned from his friend bluesman W.C. Clark from Austin, Texas. The two were actually band mates in the mid 1970's, in a band called Triple Threat with Lou Ann Barton.

WHEN LOVE COMES TO TOWN - BB KING AND U2
Song on U2's 1988 album, Rattle and Hum, where it was recorded at the historic Sun Studio in Memphis TN as a duet between U2 and B.B. King.

THE HOUSE IS ROCKING - STEVIE RAY VAUGHN
Written by Stevie Ray Vaughan and on In Step, the fourth studio album by Stevie Ray Vaughan and Double Trouble released in 1989.

STILL GOT THE BLUES - GARY MOORE
It was released in 1990 and written by Moore, Felder, Henley, and Frey. The album's visibility and success was assisted by contributions from well-known veterans Albert King, Albert Collins and George Harrison.

HEADS IN MISSISIPPI - Z Z TOP
A song from their 1990 album Recycler, written by Billy Gibbons, Dusty Hill and Frank Beard.

BABY WHY NOT - MARCIA BALL
She wrote the song, it is from her 2003 album, on Alligator Records, So Many Rivers. She was inducted into the Louisiana Music Hall of Fame on April 22, 2012.

BAD THINGS - JACE EVERTT
The theme for the HBO series True Blood and released as a single in 2005 on Epic Records Nashville. It was written and recorded by Jace Everett.
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For more history of the blues go to Wikipedia