The vinyl versions of each volume are referential to in-world content from the series, and each one is detailed with faux artwork, artists, tracklistings, and credits. The music actually contained on them is the same as above. '''Volume 03 does not contain any NIN songs, only references.'''
There are references to ''Twin Peaks''/[[David Lynch]] and , [[David Bowie]], and [[Coil]] in the artwork. ''Twin Peaks'' and Lynch are referenced with "The Nine Inch Nails" referred to by (mentioned in/on all three volumes ), which is the name given to NIN when they appeared on ''Twin Peaks: The Return'' (in addition, the entire presentation of Volume 03 is an alternate history of NIN.) Volume 02 also mentions "Owl Cave Music" (in its the faux creditsof Volume 02), and Lynch is referenced with the Volume 02 faux song title "Crazy Klown Time". Volume 02 references Bowie is referenced with the title of side one ("We Can Be Heroes"(title of side one of Volume 02) and the faux song title , "Plastic Soul", and an the instrumental cover of "Life On Mars?" that appears on the factual, digital version of Volume 03. Coil is referenced with "Last One Out Turn Off The Lights" which is a message etched in the deadwax on the vinyl version of the Coil album ''Musick To Play In The Dark, Vol. 2''. The entire presentation of Volume 03 also lays out an alternate history for NIN, including the following fictional details: ''The Manhattan Project'' was recorded in 2001, with Danny Hyde of Coil assisting in production and mixing; Trent Reznor had gone missing or into seclusion after storming offstage in Saigon on April 28, 1995; [[Peter Murphy]] and [[Peter Christopherson]] were members, along with Atticus Ross.
===Volume 01 (''The Book of Rorschach'' by Sons of Pale Horse)===