Guitarist Ryan Hahn explained in a Consequence of Sound track by track
that "Vogue" originated as "a minimal, delicate song on a nylon string guitar." Previously, Local Natives had been working with Arcade Fire violinist Sarah Neufeld to create a unique piece of music for the Okeechobee festival. When the band decided they wanted to add strings, they remembered the solo violin piece she had sent over which ended up being re-arranged for "Vogue."
Violet Street producer Shawn Everett (Alabama Shakes, Kacey Musgraves) then got the band running "around this binaural microphone shaped like a human head screaming at the top of our lungs and banging on trash can lids. Pure cacophony. He took that chaos and digitally tuned it until sounded like an angelic choir."