It's fitting that singer Billie Holiday began the most celebrated part of her career with Columbia in 1933, when the country was in the throes of the depression, and ended it in 1942, when the world was gripped by war. Her anguished delivery fit in perfectly with the times. As she projected the torments of her life through music, she gave us an escape from our own troubles, by reminding us of how bad life could get. Regardless, Holiday's sublime Columbia recordings, which originally appeared on the Brunswick, Vocalion and Okeh labels, are among the true treasures of jazz. The complete recordings were released a few years ago in a mammoth box set. This four CD collection pares the material down considerably, although the producers have not just taken the cream of the crop…