This song demonstrates Aimee Mann's stripped-down, soulful style of songwriting, reminiscent of Joni Mitchell's Blue album. The lyrics are like a short story, with Mann telling the tale of feeling jaded and "sold down the river" at the giant holiday celebration that happens every summer in the United States: Independence Day, the fourth of July.
A crisp recording of this song is featured in the 2010 live concert film Live at St. Ann's Warehouse.
"The Night Chicago Died" was written and recorded by the British group Paper Lace. They talk about Al Capone in the song, but got a lot of details wrong - understandable since they wrote it based on gangster movies.