Jimmy did industrial as a soloist before the band formed. He also did OST duties on Lollipop Chainsaw. Plus, he's a voice actor—notable roles include Zed from Lollipop Chainsaw and The Body from Heart String Marionette.
You may know Steve, or Jimmy for their work with My Chemical Romance, as Dr. Death Defying and/or Agent Cherri Cola respectively.
Lyn Z was in a Dolly Parton tribute band, aptly titled Beg Yer Parton. She also paints under her real name.
One of Us: Jimmy really likes late 80's-era game consoles. The band's debut album was mixed on Atari equipment; and one of The Left Rights' songs, "Genesis 16:12," is about video games, specifically the 16-bit Super Nintendo and Sega Genesis. Pink's album art insert has a photo of Jimmy taken using the Game Boy Camera peripheral.
He also frequently mentions a fondness for comic books and movies.
He also voices Punk-themed boss Zed in Lollipop Chainsaw as well as being the composer of the boss music.
The band are all huge fans of Jhonen Vasquez, which is why they invited him to direct their video for "Shut Me Up."