Wille and the Bandits, it would seem, are a fairly well-kept secret. Tonight's gig takes place at the Bullingdon Arms in Oxford, a few doors down from the altogether flashier O2 Academy. There, headlining acts are emblazoned above the door, like West End stars: here, there are just a few posters of the Bandits in the pub's window, to point us in the direction of the gig. The Bullingdon Arms doesn't even have its own name above the door. Perhaps unlike the O2 though, the band chat to fans before taking to a modest stage set-up. It's hard to imagine a group bigger than a three-piece performing up there, and when Wille and the Bandits launch into Morricone-esque guitar slides, it's harder to imagine them suiting any other sized venue. That's not to say they haven't got the choruses to fill bigger rooms: 'Keep Your Head' sets the tone, 'Gotta Do Better' sounds extremely big-sounding for a trio, and 'Mammon' is almost ballady in its delicateness: Wille finds ukulele-like noises in his guitar, and the Latin groove certainly warms up this cold November evening. You wouldn't guess that this is their first full-length UK tour, as playful stage banter also sets a chilled-out atmosphere - Wille claims they won't bite, and anyway, they've got the drummer chained - and the crowd seem enjoy everything the setlist throws up, including covers of Santana's 'Black Magic Woman' and Robert Johnson's 'Crossroads'. The band mention how chuffed they are about their younger fans getting into their older influences, and in tonight's set, there's a perfect balance between nostalgia and living for right now. The band drift from ska to songs that wouldn't sound out of place on Fleetwood Mac records; there's a versatility to the Bandits and it's perhaps expressed best on 'Trawl Down The Line', a track that they introduce as a "Cornish boogie". Everyone gets a solo, and Wille hits his guitar like a table tennis player delivering one backhand after the next; it's sumptuous musicianship, a wonderfully bluesy melody and the highlight of the night. When the band eventually wrap up and the crowd launch into rapturous cheers, it's clear that Wille and the Bandits have a cult fanbase. And of course, with all good cult bands, there's an element of the secrecy, a dash of modesty, and the expectance of an intimate set. The Bandits have delivered all three spectacularly tonight: a few festival sets like this next summer, and it will be harder to keep them so quiet.