Context: The Tragically Hip formed in 1984 in Kingston, Ontario. Gord Sinclair and Rob Baker were students at Kingston Collegiate and had performed together at the KCVI Variety Show as the Rodents. Baker and Sinclair joined with Downie and Fay in 1984 and began playing gigs around Kingston with some memorable stints at a Queen's University pub called Alfie's. Guitarist Paul Langlois joined in 1986; saxophonist Davis Manning left that same year. They took their name from a skit in the Michael Nesmith movie Elephant Parts.

Question: where did the name tragically hip come from?
Steam of consciousness below:
The relevant information to answer the above question is: They took their name from a skit in the Michael Nesmith movie Elephant Parts.
So, the answer is a skit in the Michael Nesmith movie Elephant Parts.