These are edited (and spoiler-free) excerpts from the conversation.

This story started with an email from a listener named Tyler. What made you think it should be an episode of “Reply All”?

PJ VOGT I think Alex and I both get really frustrated when something should be solvable and it’s not, or when it upsets our idea about how the world should work. Either this song should exist or the guy made it up. The fact that there was some evidence that it existed and yet it seemingly hadn’t been documented anywhere really bothered me.

I also related to both the little problem of having a song stuck in your head that you can’t find and the bigger problem of having a snag in your brain that won’t go away until you fix it.

In the episode, we follow along as you run into a number of dead-ends. How do you balance creating and maintaining suspense with delivering an ending that justifies the journey?

VOGT I think if you can solve the problem too easily, or if solving it doesn’t teach you anything, than it’s not a good radio story. With this one, things just kept escalating. At one point I talked to a quantum physicist because Tyler had this theory that he’d somehow slipped into an alternate universe. I think you want to take the listener into an interesting world so that they feel good about spending time there. We eventually realized that this one was secretly a documentary about late ’90s alt-rock.

ALEX GOLDMAN As long as you’re learning something about the world, we find that the process of reporting is generally pretty interesting. There are times when we’ll pursue something that ends up being both a dead end and boring, and those are the stories that don’t make it to air.