Misterioso (1991)

On the death of her mother, a young woman in northern England learns that her father is actually her step-father. She embarks on a search for her birth father, finds him running a jazz club in London, and learns a lot of happy and sad things about her family that she didn't know before. The title of the film is the classic jazz piece, "Misterioso," by Thelonious Monk, which features prominently in it.