The Royal Opera House stage is one of the least likely places you would expect to hear a rendition of the Hebrew song Hineh Mah Tov, but it, together with five other psalms, is sung in the original Hebrew as an accompaniment to Wayne McGregor’s latest work, Yugen.

Yugen forms part of the Royal Ballet’s celebration of the centenary of Leonard Bernstein’s birth. Bernstein composed the music, which he called the Chichester Psalms, in 1965 for the Southern Cathedral Festival. The combination of Hebrew verse — there is a complete transliteration in the programme notes — and Christian choral tradition is extraordinary, and McGregor rises to the music’s challenge with a piece that tests the dancers as they form shapes of incredible beauty and power.

Bernstein’s Symphony No. 2, The Age of Anxiety, provides the music for Liam Scarlett’s ballet of the same name. Inspired by W H Auden’s epic poem, the piece eavesdrops on the lives of four strangers who meet in a New York bar in the 1940s. As they become increasingly intoxicated, their fears and dreams unfold. John Macfarlane’s wonderful set perfectly captures the era and, after a slow start, the ballet picks up as the dancing, led by an outstanding Sarah Lamb, becomes more frenzied.

The evening finishes with the abstract Corybantic Games, a new work by Christopher Wheeldon, set to Bernstein’s Serenade. This work sees the dancers kitted out in costumes by Erdem Moralioglu — the same Erdem whose wonderfully colourful dresses win awards on the catwalk.

Here, he has opted for something simpler: long, see-through skirts for the women, with ribbon trims, or white crop tops and briefs (not that brief, actually — think more Bridget Jones’s big knickers).

The whole company dances with conviction but stand-out performances come from Mayara Magri and Marcelino Sambe in a sharp, witty pas de deux. Praise, too, must go to Sergey Levitin whose solo violin-playing earned him a well-deserved curtain call of his own.

The Bernstein Centenary triple bill is at the Royal Opera House until April 9. There will be a live screening at selected cinemas on March 27 www.roh.org.uk .