Quoth the Johns:
We put most of this track together electronically for a Malcolm session, and then set trumpet player Jim O'Connor loose on it. I remember instructing him to keep it as simple and bluesy as possible, basically in keeping with the simplicity of the track, and he still cooked up this wild and sophisticated part. He also harmonized it in a most excellent way in the second half of the song.
—John Flansburgh
[source: They Got Lost promotional email, November 6, 2002]