The version of 'Indian Red' by the Baby Dodds Trio that DJ Davis plays at WWOZ that becomes the music for the first season's finale episode montage is from the album that appears in the pre-Katrina flashback, the album Antoine Batiste goes looking for before leaving but ends up leaving it behind.
Annie mentions to Harley that she loves the album 'Car Wheels on a Gravel Road' by Lucinda Williams. This album was produced by Steve Earle, the actor who plays Harley.