[From the Venue Songs DVD]:
From Dallas, They Might Be Giants makes the quick drive to Albany, futuristic capital of the State of New York. Lost in the city's downtown, a concrete shrine to Nelson Rockefeller's vision of dehumanizing bureaucracy, the band soon find themselves confronted by The Egg. The Egg, more than just a venue, The Egg is a gigantic cement performance orb, whose smooth, featureless exterior suggests a worrisome lack of fire exits

[Alternate version]:
From California, They Might Be Giants makes the quick drive to Albany, capital of the state of New York and home to The Egg, Albany's prize piece of eccentric architecture. The Egg, predictably egg-shaped. It stands just under one thousand feet tall. The Egg, built to withstand any form of attack. The Egg has an outer shell of poured concrete and a solid core of publicly funded world-beat music. But, is it designed to protect the world-beat music from us or to protect us from the world-beat music? Either way, the Egg proves incapable of containing They Might Be Giants' ultra-violet shade of rock music