Pale Horse held a concert in Madison Square Garden on November 2, 1985, in which they were supported by another band named Krystalnacht. It was a sold out show, and attended by several Knot Tops. However, this was the same night that Adrian Veidt's "alien monster" was teleported into New York City. At midnight, when the monster arrived, the band and every other person in the audience was killed by the psychic backlash.
- In many back alley scenes the graffiti can be seen to contain the tag of "Pale Horse" beneath phrases such as "Who Watches the Watchmen?"
- Pale Horse appears to be very popular with the Knot Tops of New York City. For example, the Knot Top member approached by Nite Owl at Happy Harry's has a Pale Horse logo on his jacket.
- In a Nova Express interview with Adrian Veidt, Doug Roth mentions Red D'Eath's name alongside those of real life musicians Mick Jagger and Bruce Springsteen, suggesting that Pale Horse's career dates back at least to the 1970s.
- The band name, "Pale Horse," refers to Revelation 6:8 which is about the release of the fourth seal of the apocalypse. When the lamb opened the fourth seal, I heard the voice of the fourth living creature say, “Go!” 8 I looked, and there was a pale horse! Its rider's name was Death, and Hades followed him. They were given authority over one-fourth of the earth to kill people using wars, famines, plagues, and the wild animals of the earth.~ Revelation 6:7-8