Co-frontman Scott McMicken explained this track to Express Night Out: "It really does kind of kick into high gear. I knew in that whole song there's a certain level of desperation there's a furious deal behind it, so when it got to that end it just felt dark, lost: 'Someone gave you bad directions / Were you in the wrong place at the wrong time' and the whole thing about finding a body in the river and stuff. It felt suddenly like a scary movie; so I wanted things to truck up into this chase feel, like a bullet train or something."
"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.