Being that The Hold Steady likes to borrow heavily from its own songs and connect them through its famously complex mythology, it should come as no surprise that they've earned their own Continuity Nod page.
- Holly, Gideon, and Charlemagne all make appearances in "First Night" and "Ask Her for Adderall", providing neat epilogues to Separation Sunday.
- Occurs across albums: in "Killer Parties" from Almost Killed Me, Finn sings "If they ask about Charlemagne/Be polite and say something vague." On the next album, Separation Sunday, the song "Don't Let Me Explode" contains the line "He asked what happened to Charlemagne/She just smiled all polite-like and said something vague."
- Again, on "Chips Ahoy!" from Boys and Girls in America, one of the main characters is a girl who makes money by being able to predict the winners in horse races. Two albums later, on Heaven Is Whenever, the song "The Weekenders" opens with the lines "There was that whole weird thing with the horses/I think they know exactly what happened/I don't think it needs any explaining" then later continues "I wish we hadn't gone and destroyed it/'cause I was thinking we could pull another weekender/If you've still got a little bit of clairvoyance"
- "Certain Songs" contains the line "the hard drugs are for the bartenders." "The Cattle and the Creeping Things" includes the lyric "Silly rabbit/Tripping is for teenagers/Murder is for murderers/And hard drugs are for bartenders/I think I might have mentioned that before."
- "Most People Are DJs" all the way back from Almost Killed Me contains the line "When I dreamed, I dreamed about the scene/All these kids look like little lambs looking up at me." Fast forward to Stay Positive, where the titular song includes the line "and all those little lambs from me dreams, well they were there, too." This is also a double-whammy, as the next line contains a Continuity Nod to "Positive Jam" on the very same album.
- "Stay Positive" is actually filled with Continuity Nods from previous albums, as the singer also talks about being "crowned the king and the queen" (as in "Massive Nights"), and states "There's gonna come a time when she's gonna have to go with whoever's gonna get her the highest" (as in "Hornets! Hornets!").
