You'll need Quicktime to view all the video clips.
Cake Like
This is Kerri's band that she formed in 1993 along with a few people she knew from NYU. Cake Like have three albums out on the record label Avant run by John Zorn.
Brian's Unofficial Cake Like Site - Interested in Cake Like? This guy's got the info you need - discography, faq, links, etc.
At Launch.Com, you can view the full video of Cake Like's "Lorraine's Car" which was directed by David Wain and features cameos from Ken Marino and a few other State members.
Liquid Kitty
This is David Wain's band. I don't have much info on it, but I'm assuming he plays drums or guitar, and I'm assuming they play some kind of rock music, and I'm assuming they're pretty good!
Shudder To Think and Girls Against Boys
The State are good friends with the members of both of these bands. Shudder To Think has performed on Viva Variety, and lead singer Craig Wedren has appeared in at least two State sketches ("Coping With Blindness" & "Gonna Boil Up A Hotdog For the Lord"). He also performed the music for The State during their Unplugged performances in New York.
Craig and Girls Against Boys' bassist Eli Janney are responsible for writing and performing the State's themesong, and I'm pretty sure they also produced Cake Like's first album. In the sketch where the State goes to the prom, Michael Ian Black is wearing a Girls Against Boys t-shirt. In 1996, Janney produced The State's unreleased album for Warner Brothers.
ShudderToThink.Com - Official Website
GVSB.Com - Official Website