Al Jolson was born as Asa Yoelson (Yiddish: asa yvlsan) in the Jewish village of Srednike (Yiddish: sr`dnyq) now known as Seredzius, near Kaunas in Lithuania, then part of the Russian Empire. He was the fifth and youngest child of Moses Rubin Yoelson (1858 - December 23, 1945) and Nechama "Naomi" Cantor (1858 - February 6, 1895); his four siblings were Rose, Etta, another sister who died in infancy, and Hirsch (Harry). Jolson claimed not to know when he was born, and later chose to claim he was born on May 26, 1886.

In the spring of 1902, he accepted a job with Walter L. Main's Circus. Although Main had hired Jolson as an usher, Main was impressed by Jolson's singing voice and gave him a position as a singer during the circus' Indian Medicine Side Show segment. By the end of the year, the circus had folded and Jolson was again out of work. In May 1903, the head producer of the burlesque show Dainty Duchess Burlesquers agreed to give Jolson a part in one show. Asa gave a remarkable performance of "Be My Baby Bumble Bee" and the producer agreed to keep him for future shows. Unfortunately, the show closed by the end of the year. Asa was able to avoid financial troubles by forming a vaudeville partnership with his brother Hirsch, now a vaudeville performer known as Harry Yoelson. The brothers worked for the William Morris Agency.  Asa and Harry soon formed a team with Joe Palmer. During their time with Palmer, they were able to gain bookings in a nationwide tour. However, live performances were falling in popularity as nickelodeons captured audiences; by 1908, nickelodeon theaters were dominant throughout New York City as well. While performing in a Brooklyn theater in 1904, Al decided on a new approach and began performing in blackface, which boosted his career. He began wearing blackface in all of his shows.  In late 1905, Harry left the trio following an argument with Al. Harry had refused Al's request to take care of Joe Palmer, who was in a wheelchair, while he was dating. After Harry's departure, Al and Joe Palmer worked as a duo but were not particularly successful. By 1906 the two agreed to separate, and Jolson was on his own. Jolson became a regular at the Globe and Wigwam Theater in San Francisco, California, and remained successful nationwide as a vaudeville singer. He took up residence in San Francisco, saying the earthquake-devastated people needed someone to cheer them up. In 1908 Jolson, needing money for himself and his new wife, Henrietta, returned to New York. In 1909, Al's singing caught the attention of Lew Dockstader, the producer and star of Dockstader's Minstrels. Al accepted Dockstader's offer and became a regular blackface performer.

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