So Damn Happy was Loudon Wainwright III's third live album, following 1979's A Live One and 1993's Career Moves. Of its 17 songs, one, the autobiographical "Westchester County," first appeared on 1983's Fame and Wealth; another, "The Home Stretch," came from 1986's More Love Songs; four came from 1992's History; three from 1995's Grown Man; two from 1998's Little Ship; one, "Tonya's Twirls," from 1999's Social Studies; and five were new. (The Last Man on Earth, the album Wainwright was promoting on the January 2002 tour from which the performances were culled, was not tapped for any songs.) Performing at Largo in Los Angeles and at the Mystic Theater in Petaluma, CA, Wainwright was able to call upon a few key sidemen, David Mansfield, Richard Thompson, and Van Dyke Parks, for unobtrusive accompaniment, and his daughter Martha joined him in singing the caustic new song "You Never Phone."