Bay Street Theater in Sag Harbor is bringing back its popular winter program “Fireside Sessions With Nancy Atlas and Special Guests,” starting Saturday at 8 p.m. and continuing weekly through Jan. 28. The first concert will feature Clark Gayton, who played trombone on Bruce Springsteen’s Wrecking Ball tour and has accompanied such other artists as Sting, Whitney Houston, Rihanna, Prince, Stevie Wonder, and Wyclef Jean.