"[citation needed] The music video for "Four Winds" shows the band playing at a state fair for a rowdy crowd.

Directed by Patrick Daughters, the video was filmed in a large tent in Los Angeles' Elysian Park in early February.

Several days before filming, a notice was sent to Bright Eyes fans in the area inviting them to participate in the video as extras.

The audience was given a variety of objects to throw at the band, such as popcorn, hot dogs, glowsticks, fuzzy dice, cups, and licorice.

The words IEOVA, EHEIIE, ELIION, and ELOA are Hebrew names "of supreme importance in the list of the Sephiroth and their sovereign equivalents."

Stephen Deusner of Pitchfork Media liked the title track, commenting that the formula used that made the previous double album I'm Wide Awake, It's Morning/Digital Ash in a Digital Urn so popular worked even better.

In 2009, Las Vegas rock band The Killers recorded a cover version of "Four Winds" which was released as a B-side to "Spaceman", the second single from their third album, Day & Age.