This new CNN documentary series, looking at some of the connections between music and real life, continues tonight with music associated with New York and the events of 9/11. Among them is a fresh Billy Joel interview, in which he recalls performing “New York State of Mind” for an audience of invited firefighters, with a fireman’s helmet placed on his piano to help him focus. “It was like a dirge,” he says of that particular song’s pace that evening – and boy, is it an effective anthem.