For all intents and purposes, Sting has musicalized what is arguably his greatest album “The Soul Cages” – full of warmth and sadness and Celtic rhythms – in his new show “The Last Ship” in previews at Chicago’s Bank of America theater.

It is a thing of beauty.

Directed expertly by Joe Mantello (“Love! Valour! Compassion!” and “Wicked”) with an efficiently insightful book by John Logan (“Gladiator,” “Skyfall”) and Brian Yorkey (“Next to Normal”), The Last Ship” paints the hardscrabble tale of a...