Músicos que han aparecido en sus films: Sting en "Dune", Chris Isaak en "Twin Peaks: Fire Walk With Me", David Bowie en "Twin Peaks: Fire Walk With Me", Julee Cruise en "Twin Peaks" y "Twin Peaks: Fire Walk With Me", John Lurie en "Wild at Heart", Marilyn Manson, Twiggy Ramirez y Henry Rollins en "Lost Highway" y Billy Ray Cyrus en "Mulholland Drive".