The Irony of Infidelity
Nora starts an affair with Tom Pickett, despite her marriage to Bolden. It's difficult to determine who is at fault for this failure, but chances are it's both of them. Bolden doesn't pay enough attention to his family nor provide for them when they're relying upon him for support. At the same time, Nora refuses to open up to Bolden about her physical and emotional needs. The failure to trust one another leads them to the place where Nora feels justified in having an affair. Oddly enough, the affair probably is not her moral failing, but both of theirs, although she receives the full blame in the aftermath.
The Irony of Revenge Cheating
Hurt by Nora's infidelity, Bolden runs away and moves in with this other woman, Robin. His revenge cheating only leaves him less fulfilled and more angry than ever. Although he enjoys being with Robin, he knows that he's using her to get back at Nora. Since he never hears from her, he just continues in this self-destructive pattern. In the end all the revenge he accomplishes is the disappointment to find Nora living with yet another man because she gave up hope of him ever returning. Bolden's bad behavior was justly rewarded with more problems.
The Irony of Art as a Result of Mental Unhealth
When Bolden begins experimenting with his delusions, he does so in the name of his music. He's trying to better express his pain in new and exciting ways. In reality, however, he uses his music to aptly describe insanity. The suffering which he expresses in his art is illusory because it's born of cognitive dissonance, but Bolden is suffering from very real problems in life which he ignores at the bidding of his paranoia.
The Irony of Bellocq's Photography
Bellocq photographs beautiful, expensive prostitutes in his studio. He adores these women, but he doesn't have the courage to attempt relationships with them, instead working with them and exploiting their bodies through his art. In truth he would much rather sleep with them than make these obsessively crafted photos.
The Irony of Indulging in Paranoia
Bolden's one goal in life is to make this impossibly music which no one has ever heard before -- jazz. He uses this excuse to indulge his paranoia to the point of schizophrenia, claiming the delusions inspired the music. Tragically, this schizophrenia causes him to completely lose control of himself and lands him in a mental hospital with no access to his coronet. From that day forward his dream is finished because he can no longer compose or play, but he still lives with the suffering of his delusions now with no outlet for his pain.