Art and science have intimate connections, although these are often underappreciated. Western music provides compelling examples. The sensation of harmony and related melodic development are rooted in physical principles that can be understood with simple mathematics. The focus of this review is not the better known acoustics of instruments, but the structure of music itself. The physical basis of the evolution of Western music in the last half millennium is discussed, culminating with the development of the 'blues'. The paper refers to a number of works which expand the connections, and introduces material specific to the development of the 'blues'. Several conclusions are made: (1) that music is axiomatic like mathematics and that to appreciate music fully listeners must learn the axioms; (2) that this learning does not require specific conscious study but relies on a linkage between the creative and quantitative brain and (3) that a key element of the musical 'blues' comes from recreating missing notes on the modern equal temperament scale. The latter is an example of 'art built on artifacts'. Finally, brief reference is made to the value of music as a tool for teaching physics, mathematics and engineering to non-scientists.