The XYLOPHOLKS, Pink Gorilla and Cookie Monster play Union Square, Video. The people dressed like monsters are the Xylopholks, and they are playing Michael Winograd’s “My Moon, My Gun, My Baby” in New York’s Union Square. I only know that because that is what their Youtube page said. To me it all sounds like cartoon music, because they are on a xylophone and are in those ridiculous/awesome costumes.