Music Monday - Mega Mystery Band

I am addicted to this song On a Train by Mega Mystery Band and have been listening to it for the past few weeks. The band is a bit of a mystery, as their name suggests, and would rather we focus on their music.

This is how they describe themselves:

You don't know who we are but you're gonna love what we do. We are everywhere and nowhere at the same time, we are every artists, we are no one, we believe that music is stronger than fame. 
We want you to enjoy our music and maybe try to discover who is behind the Mega Mystery Band... Have fun!