On the surface, few things seem more predictable than concerts by the grizzled American icon Willie Nelson. Now 81, yet looking and sounding as sturdy as always, the Texas troubadour took the stage at Blue Hills Bank Pavilion on Tuesday and broke into his perennial openers “Whiskey River” and “Still is Still Moving To Me,” fingers snapping his battered gut-string acoustic guitar. And behind him as usual were 40-year accomplices Mickey Raphael on harmonica, Paul English on percussion, and Nelson’s sister Bobbie on piano.

Yet Nelson’s Family band embraced a new generation with the night’s inclusion of his sons Lukas on electric guitar and vocals and Micah on percussion. Plus there was someone else playing electric guitar off to the side Tuesday, likely unrecognized by many in the packed tent. Johnny Depp, who’s been filming the Whitey Bulger biopic “Black Mass” in town and sat in with Nelson’s band in March at South by Southwest in Austin, Texas, was onstage the whole set. Musically, Depp (seen here in photos on his Twitter page) mainly made himself known with a twangy, resonant solo turn during a Lukas Nelson-led cover of Stevie Ray Vaughan’s “Texas Flood.”

That song was one of a few twists in an 80-minute set still weighted toward Nelson chestnuts, highlighted by a segued roll through “Funny How Time Slips Away” (where the singer deftly mixed brash chords and jazz runs on guitar), “Crazy” and “Night Life,” of which he affirmed, “It ain’t no good life, but it’s my life.” But he threw in the title track from his new album Band of Brothers, even though it sounded much the same as early Nelson fare. And Pearl Jam’s “Just Breathe” lent a more contemporary surprise, with Nelson and son Lukas looking into each other’s eyes as they sang mortality-conscious lines like “Everything you gave, hold me ’til I die. Meet you on the other side.”

Family spirit extended to the rest of Tuesday’s sweet bill, centered by a classy 80-minute set by Alison Krauss & Union Station. The Grammy-decorated Krauss certainly could have shifted her career into any direction. But like Nelson, she’s loyal to her original musical vision and bluegrass combo, spreading the spotlight among guys who she’s played with for around 20 years. So while Krauss sang soft ballads like a songbird (“Baby, Now That I Found You” stood out) as well as spry fiddle, she was fully balanced by her Union Station mates. Guitarist Dan Tyminski even took the lead vocal for “Man of Constant Sorrow” from the soundtrack to “O Brother, Where Are Thou,” and dobro ace Jerry Douglas served a virtuoso solo mash of Paul Simon’s “American Tune” and Chick Corea’s “Spain” with his slide. Finally, with the founders of Rounder Records (who signed Krauss at age 14) on hand in the audience, members of Union Station all wove in and around a single microphone for a partly a cappela, gospel-styled wind-down that movingly peaked with “Down to the River and Pray.”

Rising country opener Kacey Musgraves, a Krauss fan raised in Nelson’s home state, balanced the program even further. Performing in cowgirl fringe with her mariachi-jacketed band on a cactus-motif stage, Musgraves split the difference between ’70s Texas country-folk and California country-pop a la Linda Ronstadt. She seemed a bit stiff as she faced the scattered early crowd in her 35-minute slot, raising a hand to accent some of her songs less naturally than Nelson. But her girlish timbre hit home on material from her acclaimed album Same Trailer Different Party and she loosened up with her band for an cappella reading of the ’50s-vintage Dale Evans and Roy Rogers signoff “Happy Trails.” That one isn’t likely to make the setlist for Musgraves’ upcoming tour dates with pop star Katy Perry, but it fit this roots-oriented evening.

The crowding-around-a-microphone camaraderie reached its logical conclusion at night’s end when Krauss (who’d changed to a puzzling quilt coat on a warm, clear night) and Musgraves (in contrasting T-shirt and short cutoffs) reappeared with their bands to sing along with Nelson’s crew on “Will the Circle Be Unbroken,” “I’ll Fly Away,” “Roll Me Up and Smoke Me When  I Die” and Hank Williams’ “I Saw the Light.” And as if it wasn’t enough for to have the stealthy Depp aboard, local rock hero Peter Wolf also showed up to join the mob. And most everyone onstage joined in a prolonged applause as they watched Nelson depart, the same as the night’s lucky audience.

There’s certainly no guarantee that the same program will include guest(s) Depp and/or Wolf north of the border this Friday at the Bank of New Hampshire Pavilion at Meadowbrook  — or when Nelson’s Family returns alone at Webster’s lakeside Indian Ranch on Sept. 20. For that matter, Nelson’s sons don’t always sit in with the band. But this night was special.