This scale is used a lot in the neo-classical style of guitar, as founded by Yngwie Malmsteen. It's derived from classical music, and has an unmistakable "sinister" sound.
This scale is only 1 note different from the Aeolian Mode of the Major Scale. This note is the 7th. Aeolian has a flat 7th. Harmonic Minor has a sharp 7th.
If you already know the Aeolian mode of the major scale - then just use the 5 patterns of the Aeolian mode, but learn where that changed 7th note is. This reduces the amount of memorization you have to do. Just remember all the places in all the 5 shapes where the 7th note is sharpened, and you got the Harmonic Minor scale.
Since this scale is different by 1 note from the Major Scale, it does have 7 modes of its own! Figure out each mode by swapping one note at a time in the scale as the root. In other words: Play the C Harmonic Minor over other keys: C, D, Eb, F, G, Ab, B
Listen to Yngwie Malmsteen if you like Metal and fast guitar playing. Or listen to any classical composer and try to pick out where this scale is used.
The mode names are:
Harmonic Minor (1st mode)
Locrian flat 6 (2nd mode)
Ionian sharp 5 (3rd mode)
Dorian sharp 4 (4th mode)
Phrygian flat 3 (5th mode)
Lydian sharp 2 (6th mode)
Altered flat flat 7 (7th mode)
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