Complex sentence: The Whites can be heard on the "O Brother, Where Art Thou?" soundtrack with the songKeep on the Sunny Side and appear in "Down from the Mountain", the documentary of a concert given by the soundtrack artists.
Split into simpler sentences: The Whites can be heard on the "O Brother, Where Art Thou?" soundtrack with the song "Keep on the Sunny Side". They also appear in "Down from the Mountain", the documentary of a concert given by the soundtrack artists.