THE HANDSOME FAMILY plays some of the most haunting and dark music this side of Nick Cave, filled with ghostly stories and dreamy, maudlin delights. So it's rather funny to hear the duo (husband and wife) Brett and Rennie Sparks' light and hysterical onstage banter. She picks at him, gently, cracking wise between tunings. Brett rather morosely takes it, plowing through to the next country-tinged song. It's the genial ribbing of a cozy couple, 20-odd years into a marriage and nearly as long making music together.

The New Mexican musicians have been putting out albums since 1995—Rennie writes the lyrics, while Brett writes the music and sings most of the songs, sounding like Stephin Merritt's whiskey-huffing specter. Rennie's songs are beautiful and strange creatures, filled with a trademark evocation, like in "Flapping Your Broken Wings" from their excellent 2006 album Last Days of Wonder: "I can still see you there in your grass-stained underwear/dancing crooked circles across the golf course green." Brett's deep baritone smoothly soundtracks Rennie's ditty about a drunken girl stumbling around in the night. The music is the perfect complement, dark and spooky, or funny as all get out—your call—sometimes in the same song.

The Sparks have a deep appreciation for historical elements, Americana, biographical tales about the likes of Tesla and Amelia Earhart, country twang, melodrama, and the joys of booze ("If my life lasted only one day/I'd still be drunk by noon" from 1996's Milk and Scissors), so it's easy to see why so many musicians have covered their songs. They returned the favor with last year's release of Scattered, their newest, which is filled with demos, outtakes, and most notably covers of songs by Bob Dylan, the Beatles, and Leonard Cohen—this on the heels of the cheery and love song-studded LP Honey Moon. Their back catalog is deep and chockablock with gothic quirk.

The Handsome Family's haunts tend to be filled with shadowy woods and valleys and star-strewn skies. But with Brett and Rennie, your friendly apparition wranglers, as your spirit guides, it's a charming world, which just so happens to be populated with murderers and ne'er-do-wells and a tender lover or two.