Lake Street Dive recorded their first album with money that their bassist won in a songwriting contest. They built a following the old-fashioned way, touring small venues for years and building a loyal following of fans—including David Remnick—who thought of them as an under-the-radar secret. Almost twenty years later, the band finds themselves onstage at Madison Square Garden. “My main inspiration for playing M.S.G. is Billy Joel,” the bassist Bridget Kearney said. “It feels like the club when he’s playing there, because he’s so comfortable there. . . . Like, ‘Welcome to my monthly gig, here again at Madison Square Garden.’ It won’t be quite like that for us . . . but I’d love it if we could in some ways make it feel intimate, make it feel like it’s a gigantic dive bar.”

They joined David Remnick in the studio at WNYC to perform “Good Together”and “Set Sail (Prometheus & Eros),” from their new album, and “Shame, Shame, Shame,” an older song about a Donald Trump-like “big man” who doesn’t “know how to be a good man.”