Six shows a day for two weeks — that was Kyle Dillingham’s life during the Oklahoma State Fair , when he led Horseshoe Road through a punishing series of three sets a day and alternated those gigs with solo fiddle gigs just across the midway.

A rendition of the Russian gypsy song "Ochi Chyornye” notwithstanding, fairgoers could be forgiven for thinking that Dillingham is strictly a Western swing...