Guitarist Laurent Brancowitz told Radio.com that the band almost didn't get their Visas in time to come to New York from France. But even once they finally did make their way to the States, the pressure of playing in front of a live studio audience started to set in.

"We were already working on a tightrope and if we failed we would fail in front of millions of people," Brancowitz said with a smile.

Daniel Glass, head of Phoenix's label Glassnote Records, remembers getting the initial call from SNL looking to get the band on the show in just a few weeks. The label had just leaked "1901," giving fans a chance to download the single for free, which was not the norm four years ago.

"We gave the song away for free and it shot up to number one on the blogs," Glass explained. "They wanted to book the band in a few weeks, which was unheard of because the band would be on SNL way before their album would be out."