Hennessy, the cognac-maker whose initial is the “H” in luxury conglomerate LVMH, has been a staunch supporter of music over the years, and 2008 marked the company’s third artistry concert series.

Before Ne-Yo was considered among the most successful R&B entertainers of the 2000s, he was one of the genre’s most important songwriters. The artist—born Shaffer Smith—is best known as the emotive ...