"My Band", also referred to as "Play with My Band", is a song performed by the Moon Goats in the episode "Band Together" in a gig at the Burnt Bean. It has Luna on lead vocals and Sam on backing vocals, with the rest of the members and themselves playing the instruments as well. This song expresses that no matter what happens, they will always play as a band.
"My Band" is heard again in the Season 6 episode "The Taunting Hour", in which it is criticized by the Burnt Bean's manager.
The song is heard again in the Season 7 episode "Bye Bye Birthday", albeit with the vocals replaced with Boris freestyling on his keyboard due to the Morticians Club carrying Luna away before she can start singing.