Charles "Buddy" Bolden
Based upon the real historical figure, Bolden is a jazz coronet player in the 1920s. He basically invents the genre of brass jazz in New Orleans. Unable to commit to a certain lifestyle, Bolden is a restless soul. He often packs up and transforms his life, but he's tied down to his common-law wife, Nora. When she has an affair, he becomes so angry that he attacks the first person he sees. Ever attempting to improve his art and to escape his pain, Bolden takes an extreme approach to life. He lives in the gutters, on the fringes of society. It's a breeding ground for radical ideas and extremisms which eventually causes him to lose his mind. He gives into schizophrenia in order to develop his music better. After he travels too far down the rabbit hole, he is committed to a mental institution and dies in the hospital twenty-four years later.
Nora
Nora has lived with Bolden for eight years now, and they have children together. She cannot get him to pay attention to her, so she seeks attention elsewhere in the form of an affair with a family friend, Tom Picket. When Bolden disappears for three months, he worries her. She hires Webb to find him, but she gives up after two years. She starts a relationship with her husband's former bandmate, Willy. They move in together, and he starts parenting the kids. By the time Bolden returns, Nora has moved on but remains committed to the legal necessities of their marriage.
Detective Webb
Having known Bolden since they were kids, Webb is eager to accept the case. He spends two years talking to people in order to track down the musician. When he finally locates Bolden, Webb convinces him to return home by describing Bellocq's dramatic suicide and warning his friend not to associate with people like that anymore.
E. J. Bellocq
He's also based upon a historical figure of the same name. Bellocq owns a photography studio in Shell City where he photographs prostitutes. Actually too timid to pursue relationships with these women, he obsesses over their photoshoots as a means of getting close to them. He has an unhealthy relationship to his art and makes excuses for his poor mental state until he completely loses it and burns himself down with his studio. He had been an important influence in Bolden's life, encouraging his friend to take risks for his music.
Robin
She's the woman Bolden has an affair with in Shell City. She still lives with her husband when she invites Bolden to move in, so understandably her household is a little awkward. She's an abusive woman who uses Bolden to make her husband jealous and frustrated on purpose.