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THIS RESTAURANT IS CLOSED Zanzibar Blue Restaurant Review: Sexy, cool, totally hip---that would sum up Philadelphia's premier jazz nightclub. The atmosphere is rich and clubby, done in shades of black and red, with tiny lamps glowing on mirrored walls amid vintage photos of jazz greats. The brothers Robert and Benjamin Bynum have followed in their father's footsteps by bringing jazz to town; on any evening, you can hear internationally known greats or some impressive local talent. There are creative riffs coming from the kitchen as well. The global menu runs the gamut from grilled Atlantic salmon wrapped in Parma ham and rock shrimp tempura to down-home fried catfish with red beans and rice and collard greens. Do not miss the sweet potato cheesecake for dessert.