Mark Frost and David Lynch’s Twin Peaks: The Return marks more than a return to the familiar murder mystery of the show’s original run. In its persistent focus on musical performance and audience reaction, the series hearkens back to so many Lynch works before it. In The Return, though, that interaction is framed in a way that differentiates it from performances shown in Blue Velvet, Mulholland Drive, and even the original run of Twin Peaks. This chapter examines the episode-ending performances at the Roadhouse in Twin Peaks. I argue that these examples expand the show’s world into our own reality, rather than drawing the audience into the diegesis of the work, as do earlier Lynch musical performances. In the original Twin Peaks, musical performance was largely restricted to the Roadhouse appearances of Julee Cruise, and James Hurley’s “Just You and I.” These performances each provided an onscreen audience surrogate and, visually and aurally, worked to build audience identification with that surrogate. In The Return, Lynch pursues a different strategy. In consistent visual and narrative treatment, each musical performance is shown as an exit from the world of the show: the performers tend to be well-known bands from our own world, and their performances mark the end of the episode’s narrative. Through close semiotic and visual analysis of Rebekah del Rio’s “No Stars,” Hurley’s reprise of “Just You and I,” and “Audrey’s Dance” in The Return, I read Lynch’s treatment of musical performance in the Twin Peaks revival as a stylistic departure for the director. Each of these performances links to Lynch’s past works in ways we might expect, using common collaborators and the director’s favored musical styles. However, each also confounds the audience’s expectations in the way Lynch shoots and edits each performance, focusing more on the performer than on narrative context or characters’ reactions. This departure allows Lynch to defy audience expectations, creating a space for the expansion of the Twin Peaks narrative, and bridging the distance between our world and Laura Palmer’s through the depiction of musical performance.