A week and a half ago, St. Vincent released her new album All Born Screaming. On Saturday night, Annie Clark performed on John Mulaney’s live Netflix show, and then she went straight to the Paramount, a 400-capacity venue in Los Angeles, to play a show that she only announced a few hours before. During her set, she played a bunch of the new album’s songs live for the first time, and she also dusted off a couple of relative obscurities that fit the joyously intense vibe of the new record.