The "Land of ice and snow" is Iceland, where the band played in June, 1970. Robert Plant explained: "We weren't being pompous. We did come from the land of the ice and snow. We were guests of the Icelandic Government on a cultural mission. We were invited to play a concert in Reykjavik and the day before we arrived all the civil servants went on strike and the gig was going to be canceled. The university prepared a concert hall for us and it was phenomenal. The response from the kids was remarkable and we had a great time. 'Immigrant Song' was about that trip and it was the opening track on the album that was intended to be incredibly different."
One of the lyrics became part of Led Zeppelin lore. The line, "The hammer of the gods will drive our ships to new lands" got many of their fans referring to Zeppelin's sound as the "Hammer of the gods." The phrase was used by author Stephen Davis as the title of a book about the band.
Led Zeppelin meant for this song to be somewhat humorous. They weren't known as a funny band, so a lot of their fans took it quite seriously.
The hiss at the beginning is feedback from an echo unit. It was intentional.
Until the Zeppelin boxed set was released, "Hey, Hey What Can I Do" could be found only on the flip side of this single.
The single was mistakenly released in Japan with "Out On The Tiles" as the B-side rather than "Hey, Hey What Can I Do." That single is now a rare collectible.
One of the lyrics is "Valhalla I am coming." It refers to Norse Mythology. Valhalla is a hall in Asgard where the souls of fallen warriors are taken by the "Valkyries," which are spirits of war who carry up heroes who have been slain. Only heroes are taken to Valhalla, where they will wait for their certain doom. (thanks, Mike - Chicago, IL)
To get permission to use this song in the movie School Of Rock, the star of the movie, Jack Black, videotaped himself singing in front of a huge crowd of people, begging for Led Zeppelin to let them use the song in the movie. They succeeded. (thanks, Gina - Reston, VA)
Led Zeppelin opened their live shows with this song from 1970-1972. (thanks, Adrian - Wilmington, DE)
This plays over the credits of the French TV series 50 Minutes Inside. (thanks, Bertrand - Paris, France)
Trent Reznor, Atticus Ross, and Karen O covered this song for the 2011 film adaptation of The Girl with the Dragon Tattoo. It can be heard over the opening credits/title sequence. (thanks, Charlie - Las Vegas, NV)