Christine Ebersole Performs at Café Carlyle Christine Ebersole contains multitudes. One way to think of her brilliant new show, "The End of the World as We Know It Cabaret," at Café Carlyle is a whimsical, personalized answer to the cover art of "Sgt. Pepper's Lonely Hearts Club Band." As you may recall, that crowded illustration includes images of everyone from Hindu gurus to Oscar Wilde to Marilyn Monroe. Christine Ebersole in her new show, "The End of the World as We Know It Cabaret," at Café Carlyle. To say that Ms. Ebersole has almost as many personalities inside her as appear in that illustration is not to suggest that her show, directed by Scott Wittman, is a gallery of musical caricatures. It is all her, and she doesn't try to disappear into anyone else. Noël Coward, Shirley Temple, Sophie Tucker and Peggy Lee are a few of the touchstones, but they are references, not escape routes. Make no mistake: the show really is a contemplation of end times by an artist making light of her own deep sense of foreboding. How a feeling of insecurity infuses everyday life is distilled in catch phrases - "If you see something, say something;" "Your property is our priority" - that Ms. Ebersole jauntily reeled off near the beginning of Tuesday's opening-night performance. Her innate playfulness transmuted paranoia and sarcasm into a shared sense of the absurd. The show, conceived and written by Ms. Ebersole, is hardly the first musical project to compare the present to the Great Depression. As long ago as 1976 Bette Midler, a primary influence on Ms. Ebersole, recorded an album with the cautionary title, "Songs for the New Depression." Ms. Ebersole has the same ability to infuse darkness with a screwball levity and make you laugh at yourself. Satan and the Grim Reaper make prominent appearances. A ribald Sophie Tucker number, "Max From the Income Tax," evokes Ms. Midler's decades-long connection with Tucker. "Show Me the Way to Get Out of This World ("Cause That's Where Everything Is)," the song by Les Clark and Matt Dennis that set the tone of the evening, cheerfully envisions a planet stripped of material comforts. When she sang a passionate "Brother, Can You Spare a Dime?" that Depression-era anthem seemed anything but remote. "Pennies From Heaven" became an ingenuous expression of gratitude for life's simple pleasures. If Ms. Ebersole is at heart a Broadway baby, her flexibility extends to jazz and gospel (and in earlier shows, but not this one, operetta). Under the guidance of her musical director and pianist, John Oddo, she breezes from one style to the next, connecting songs with personal vignettes. Tony Kadleck on trumpet and David Mann on reeds - the band also included David Finck on bass and David Ratajczak on drums - flavored the arrangements with pungent solos. Grounding the performance was the Harold Arlen-E. Y. Harburg standard, "Right as the Rain," sung in a fervent, radiant soprano that treated the song as a declaration of unconditional love for family. After the show my companion turned to me and remarked, "This is the apex of New York." Yes, "The End of the World as We Know It Cabaret" is that good. The show continues through Feb. 25 at Café Carlyle, 35 East 76th Street, Manhattan; (212) 744-1600, thecarlyle.com.