One Saturday night in January at the Black Sheep in Colorado Springs, J. Tillman, who records and tours under the moniker Father John Misty, opened his concert with "Funtimes in Babylon," a haunting ballad that also opens his splendid 2012 album, Fear Fun. Once the song was over, Tillman peered across the audience, mock seriousness on his face. "Is there a doctor in the house?" he asked. "A Dr. … James Dobson?"

Dr. Dobson no longer runs the ministry he founded—though it remains in town with its own ZIP code—but Colorado Springs' conservative evangelical culture is undeniable, even if some of us have grown weary of it. In the more suburban parts of the city, coffee shops seem to host an endless series of Francis Chan or Beth Moore study groups. If Tillman had wanted fresh zingers, he'd have been blessed with options.

Indeed, on the rare occasions when bigger rock acts pass through town, they often make playful jibes, and most of us enjoy them. "So … we're in …Colorado Springs?" Jeff Tweedy of Wilco called out when his band played the Pikes Peak Center a few years back (and then delivered the best of the several Wilco shows I've seen in various cities). A couple winters ago when The Decemberists performed at the University of Colorado at Colorado Springs, Colin Meloy stepped to the mic during one of the band's jauntier songs and implored the audience: "Dance like you're at a megachurch!"

But Tillman, it turned out, was not playfully jibing. He was stating the evening's thesis: I am here to mock you. And as if writing a college essay, Tillman returned to his thesis all night long.

Tillman's steady and ...

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