This song finds Rae Morris dissecting a crumbling relationship. She wrote the song with Londoner Benjamin Garrett (aka Fryars), who also duets with her on the tune. Fryars was discovered by Mika online and co-penned with him his "Celebrate" "Make You Happy" and "Lola" tracks.
Morris told DIY Magazine the story of the song: "I wrote 'Cold' with my friend Fryars and I actually just went around to his house in Golders Green one day, and we just wanted to write," she said. "We had the idea of doing a proper classic duet – like Nancy Sinatra and Lee Hazlewood – as we felt like people don't really do that anymore, they do a lot of collaborations. I've been on quite a few, so this felt like we were doing something that was a definite half and half split. We had a lot of fun doing it and it was a real tongue-in-cheek tale of two lovers, but we kept it lighthearted."
The Flaming Lips' "Do You Realize??" was named in March 2009 the official Rock Song of Oklahoma. Four years later, Oklahoma's governor Mary Fallin pulled the tune as the state's official rock song in a move her office said had more to do with priorities than musical taste.
The lyrics for "Mary, Did You Know?" were written by Christian singer and comedian Mark Lowry, after his pastor asked him to write a Christmas musical for their church. Southern gospel musician Buddy Greene later added music to his words.