Earl Sigma is a blues player from Earth who plays blues songs in the city of Helen A's realm. Earl Sigma helped the Doctor through the Kandy Man's kitchen, snipers and loads of other dangers. After the Happiness Patrol and Helen A were deposed of, Earl decided to stay on Terra Alpha and teach the humans there the blues again.
Earl's real name is not Earl Sigma, it is Earl, the natives call people from other planets Sigma's. (DW: The Happiness Patrol)