Back in June, Nine Inch Nails (or maybe The Nine Inch Nails) made an appearance on Twin Peaks, closing out an episode by playing “She’s Gone Away” from the Not The Actual Events EP. Apparently, though, that song wasn’t Trent Reznor’s first pick for a Twin Peaks song. As reported by Pitchfork, Reznor and Atticus Ross recently appeared on Chicago radio station 101WKQK and explained that Twin Peaks mastermind David Lynch actually rejected their initial pitch. They won’t say what the first song was, but Reznor says that Lynch told them to go back and pick another one that was more “ugly” and “aggressive.” He had specifically told them, “make my hair stand on end,” so they must have pulled that off with “She’s Gone Away.”
Reznor and Ross also confirmed that “She’s Gone Away” was written specifically for Twin Peaks, even though the EP it’s on was released way back in January. The other song was also most likely written for the show, but again, we don’t know what it was.