"Love In The Underground" is a song recalling the story of how the band formed. Roy Dodger (Adrian Enscoe) was busking in the New York City subway when he caught Bonanza Jellyfish (Sydney Shepherd)'s eye. The cellist was planning on catching the train home, but the two wound up talking and adventuring all night. Clarissa (Regina Strayhorn), moved into an extra room in Sydney/Bonanza Jellyfish's New York apartment. The three artists eventually jelled together as one, forming Bandits On The Run.
Along with creating the group, the members decided to go under aliases when performing (Roy Dodger, Bonanza Jellyfish, and Clarissa), each inspired by figures found in pop culture/literature. Having these names gives them an element of mystery and fun, as well as allowing them to be more carefree when on stage. "The thing about the personas is, it's basically us, it's like a heightened version of ourselves," Jellyfish explained when the band appeared on the Backstory Song podcast