The organ-like instrument that David Byrne plays for Cheyenne is a variation of Byrne's "house organ." Byrne created the organ in 2008 as part of an art installation project in New York City. Instead of playing musical notes, each key on the organ transmits a signal through a wire, which in turn "plays" the building: for example, motors vibrating a set of metal girders, hoses blowing air through the building's water pipes, or metal rods striking the radiator.
When Cheyenne is talking with David Byrne, he reveals he lives tortured by the suicide of two teens who were fans of him. This is a recreation of a real-life incident that happened in 1985 in Reno, where two young ones called Raymond Belknap and James Vance made a suicide pact after listening to Judas Priest's songs.