At each stop of their 2004 tour, They Might Be Giants wrote, arranged and performed a new song dedicated to that venue.

Initially, the album was only released in MP3 format from They Might Be Giants' online music store with the purchase of $9.99 or more during the 2004 holiday season.

Venue Songs DVD/CD is a compilation album released in 2005 by They Might Be Giants on their own label, Idlewild Records.

A Deranged Millionaire (played by John Hodgman) approaches They Might Be Giants and challenges them to write a new song every day on their current tour, celebrating the unique characteristics of every venue in which they perform.

If they do not accomplish this goal, they will forever lose the talisman that grants them their magical musical abilities.