On 3 September 1912, in a Proms concert which also featured a comedy overture by Granville Bantock and excerpts from Délibes’ ballet Coppélia, Henry Wood and his Queen’s Hall Orchestra gave the world première of Arnold Schoenberg’s Five Orchestral Pieces, a landmark work in atonal expressionism which drew hisses from the hall audience. The St Louis Symphony were already 32 years old at this point, although they would have to wait a further hundred years and a day – that is, until last night – before making their Proms debut, at which they commemorated the anniversary of that epochal Schoenberg performance in front of a rather more tolerant audience, though in no less varied a programme.

Prom 71 was, for me, one of the unexpected highlights of this Proms season, with the exuberant St Louis Symphony presenting the Schoenberg in amongst works by Brahms, Beethoven and Gershwin, conducted by the always excellent David Robertson, the orchestra’s Music Director. While the first half was very neatly programmed – Brahms’ Tragic Overture is an ideal opener for Beethoven’s Violin Concerto – I found the second half quite funny in how varied it was, with Schoenberg’s sinister sketches followed by Gershwin at something like his very bubbliest. All this contrast highlighted the range of the orchestra very effectively, and they kept up with aplomb.

That said, it wasn’t the strongest of starts: it took the whole of the Tragic Overture for the orchestra to find their footing in the Royal Albert Hall’s acoustic, and there were a few coordination issues as well, especially between orchestral sections. But when violinist Christian Tetzlaff joined them for the Beethoven concerto things really got going – whether the orchestra was energised by Tetzlaff’s performance or had simply settled in by then, they gave a glowing account of this score, bouncing off the soloist with glee.

It was Tetzlaff wearing the trousers, though: his was a performance which led from the front, and it was his interpretation of the concerto all the way. Most impressive were the quietest sections, in which Tetzlaff played with incredible intimacy and the orchestra backed him sensitively. But Tetzlaff’s performance also sparkled in all the right places, from the filigree ornamentation of the opening phrases to the jolly, rapid passagework of the Finale. Aside from a bizarre first-movement cadenza which involved the timpanist, this enjoyable performance deserved the enormous applause it received from the packed Proms crowd.

The Schoenberg performance was the best of the evening: the St Louis Symphony played with a crisp sound which was just right for these dark, almost curt vignettes. The strings were sometimes in danger of getting lost beneath the brilliant, full sounds from the wind and brass sections, but all the sections individually caught the mood very well. A hundred years may have passed, but these pieces have lost little of their enigma; they remain a powerful testament to music’s ability to unsettle. The fifth piece’s pungent, inconclusive ending was played with perfect understatement, and the reaction it received from the audience was, by my guess, warmer than that received at its première. Imagine the scenes we will see in the Albert Hall in September 2112.

As if there weren’t enough to baffle in Schoenberg’s music alone, it all gets yet stranger the more you learn about the man himself. The titbit of the evening at last night’s Prom was that Schoenberg and George Gershwin were tennis partners in California in the 1930s, and though this might not provide a particularly compelling aesthetic justification for programming these two contrasting composers’ music together, it’s certainly a fantastic fact. I can’t help but wonder if their attitudes to tennis were anything like their attitudes to music, and suspect that they might have been – Schoenberg, ever the theorist, invented his own arcane notation system for tennis matches. Gershwin is not known to have attempted such a task.

Partners or otherwise, though, it was Gershwin’s ping which answered Schoenberg’s pong last night: the almost manically jaunty opening to An American in Paris provided such a complete switch from the dark-night-of-the-soul-style Five Orchestral Pieces that I could barely keep myself from bursting into laughter. The orchestra handled the change of mood very well, though, proving themselves just as at home with light and jazzy as they had been with angsty and harsh. In yet another intriguing historical fact about last night – check out the impressive BBC Proms archives online to find your own – this was the first rendition of this work at the Proms from an American conductor with an American orchestra, and the St Louis Symphony did it proud. Here’s hoping they don’t have to wait another 132 years before they come back to the Proms.