Bobby Keys with an all-star band. Dee Murray (Elton John Band), Larry Knechtel, (Bread and scores of other groups) , Ken Harvey, (Bobby Vee, Dottie West, Billie Jo Spears, Judy Lynn bands) Bobby Keys is Sax player for the Rolling Stones and has been featured with countless other groups.. He also plays the ICONIC Sax Solo on Dions "The Wanderer".