The live recording of "Baby Please Don't Go" features The Rolling Stones performing with Muddy Waters at the Checkerboard Lounge in Chicago, a notable venue for blues music. This performance took place during 1981, a significant period in The Rolling Stones' career. Just prior to this, they released the album "Emotional Rescue" in 1980, which was commercially successful and continued their legacy in rock music. The performance highlights the band's deep roots in blues and their respect for influential artists like Waters, reflecting their musical influences. Following this live recording, The Rolling Stones released the album "Tattoo You" in 1981, which achieved critical and commercial acclaim, marking them as a dominant force in the rock landscape. This collaboration with Waters at the Checkerboard Lounge serves to showcase their dedication to honoring the blues genre, intertwining their rock sound with the foundational elements that inspired it.