Songfacts®:

• Loudon Wainwright III has four children, and all of them appear on his 2012 album Older Than My Old Man Now. On "The Days That We Die," he duets with his son Rufus Wainwright, who like his dad is also an accomplished musician and actor.
  
  The Wainwrights have a long history of communicating with each other in their songs, and in this one Loudon and Rufus agree that their relationship is one of immutable acceptance, which each of them singing the line, "You'll never change, neither will I."
• Loudon wrote this song, but Rufus came up with the arrangement. In our interview with Loudon, he explained: "Usually when you record a song with somebody, a duet, you sing some harmony together or join in on the bridge or whatever, but he thought it might be more interesting to just sing separately in the same song, and I think he was right."
• This song was used in the 2012 Judd Apatow movie This is 40. Wainwright is an Apatow favorite: the director had Loudon record songs for his 2007 movie Knocked Up and his 2005 film The 40 Year Old Virgin.