The Danger were born of Kenosha's rigid punk scene, but soon relocated to Milwaukee to explore more varied, melodic sounds, with a particular emphasis on poppy, British invasion rock 'n' roll and flashy, T. Rex-inspired glam rock. They've been playing behind their polished album A Northern City Shift since 2006, but promise that a new disc is on the horizon. Tonight they headline a 10 p.m. bill at the Cactus Club with openers Dark Horse Project, a group that mines the thick, austere sounds of the alternative nation circa 1991.