Named after a 1945 book of graphic black and white photographs by Weegee, the band performed an aggressive mix of "soundtrack themes, bluesy hard bop, speedy hardcore rock, squealing free jazz [and] metallic funk".

[2] In Naked City's characteristic early style, songs were often performed at astonishingly fast tempos, drawing on thrash metal and hardcore punk's emphasis on extreme speed.

One critic described the band's music as "jump-cutting micro-collages of hardcore, country, sleazy jazz, covers of John Barry and Ornette Coleman, brief abstract tussles—a whole city crammed into two or three minute bursts".

Naked City's first album was distributed under Zorn's name by Nonesuch Records and featured a Weegee photograph of a dead gangster on its cover, along with macabre illustrations by Maruo Suehiro.

[10] The final recording from the band, Absinthe (1993), featured a blend of ambient noise-styled compositions with tracks titled after the works of Paul Verlaine, Charles Baudelaire and other figures in the fin de siècle Decadent movement, and a dedication to Olivier Messiaen.