CHICAGO—Sam Lay, a Chicago blues drummer and vocalist who played with Howlin’ Wolf, Muddy Waters, Bob Dylan and the Paul Butterfield Blues Band, has died at age 86. Lay died Saturday of natural causes in Chicago, Alligator Records said Monday. Lay, known for wearing a cape and carrying a walking stick, was inducted into the Rock & Roll Hall of Fame in 2015 as part of the Paul Butterfield Blues Band. “Words can’t describe it if you like blues like I do,” Lay told the South Bend Tribune that year, referring to the band. “I enjoyed the moment of it, and everybody that was in that band, I enjoyed. I learned a lot from everybody in there, and they claim they learned a lot from me.” Alligator Records said Lay was known for his “trademark, hard-to-copy ‘double-shuffle’” drumming, based on double-time hand-clapping in his childhood church. Lay, a native of …