They Might Be Giants (band)/WMG

The Johns are Time Lords
They look exactly the same as they did in the '80s.

Their titles? The Johns. They work in a pair.
 * My friend actually figured out the mystery himself. They're not Time Lords, but they're like Jack Harkness. They both died in 1987 and just age incredibly slowly. (This troper is concerned that he wrote the Time Lord theory a while back and forgot)

"Experimental Film" and "Dr. Worm" are both from the point of view of the same person
Drumming and film-making were both Fleeting Passionate Hobbies.

Kendra McCormick no longer lives in this dorm because TMBG killed her
Oh my god, they killed Kendra! You bastards!

Particle Man is one of Dr. Wily's creations, and he's weak to whatever Triangle Man is packing.
Let's see... The song features Particle Man, Triangle Man, Universe Man, and Person Man, all of whom fit the naming scheme for Robot Masters, and their varied and bizarre descriptions suggest that they're just the kind of weirdoes that a mad scientist would assemble. What Particle Man himself is like is, the song says, "not important", which suggests he doesn't have much characterization beyond how he moves across the screen, "doing the things a particle can", i.e. the standard theme-based move-and-attach patterns of a Mega Man boss. Even less is said about Triangle Man, but "they have a fight, Triangle Wins", in the case of both Particle Man and Person Man. Not Triangle Man, necessarily, just Triangle, and most bosses in the Mega Man series give you a weapon that's named after them: Metal Man gives you Metal Blades, Top Man gives you Top Spin, etc. Universe Man is the largest of the level bosses, but "usually kind to smaller man", so as intimidating as he seems, his weapon isn't likely to be very strong.
 * Or Smaller Man is another level boss, friends with Universe Man, and got his name because they hang out together and Universe Man is so huge. Although that does make me wonder what Smaller Man's weapon would be.
 * A shrink ray!

Alternatively, Particle Man is a retelling of the story of Watchmen by Alan Moore.
Particle Man is the second Nite-Owl, a man of science with a submersible flying machine and an inferiority complex, Person Man is Rorschach, a seemingly disturbed individual with a very mysterious identity he no longer sees as being his true self ("What's he like? It's not important."), Universe Man is the godlike Dr. Manhattan, and the pyramid-themed supergenius Ozymandias is the victorious Triangle Man.
 * But "What's he like? It's not important," refers to Particle Man, not Person Man.
 * Still fits, as Person Man 'lives his life in a garbage can', alluding to Rorschach's poor sense of hygiene.
 * Alternately, Particle Man might be the Comedian. "When he's underwater, does he get wet? Or does the water get him instead?" I.e., did a callous, degraded society make him into a ruthless killer, or have his activities caused society to be more callous and degraded than it otherwise would have been? Besides, what's the very first thing that happens in Watchmen?

"Particle Man" is a retelling of the Elric family tragedies from the Fullmetal Alchemist anime.
Inspired by this video, but while Particle Man is Ed, and Triangle Man is Envy, Hoenheim is Universe Man, as evidenced by his mastery over Alchemy and immortality (second hand is his life and family amongst the mortals, millenium hand is his immortality, and eon hand is the Truth), and Alphonse is Person Man, comparatively the normal observer, no special powers and not a very outstanding personality for most of the time, with his most noticeable feature is living his life as a garbage can.

"Particle Man" is the story of Terry Pratchett's Reaper Man.
It warrants mention. Death is Particle Man, "doing the things a particle can" like being in two places at once, being two things at once, moving through walls. The Auditors, who hate Person-ness and Death after he gains a personality, as well as existing in threes, are Triangle Man. Azrael is Universe man (he's got a clock with a second hand, millenium hand, and an aeon hand) and is the only one not to be even temporarily defeated by, or even challenged by Triangle Man (the Auditors). And Person Man is people.
 * Particle Man is older than Reaper Man - Terry Pratchett has gone on record saying that he is a big fan of They Might Be Giants. He even took Foul Ole Ron's catchphrase from the song.
 * Shh! Do you want Terry Pratchett to get sued for plagiarism?

Statue Got Me High is about the Necrons.
The statue kills the singer by atomizing him. Also, the song makes reference to a "monolith."
 * Jossed. It's apparently about Dr. Fate.

Statue Got Me High is about LSD.
Talking rocks, sirens, Your Head Asplode? What do you mean it's not drugs?

The Bee Of The Bird Of The Moth is Cthulhu or an Eldritch Abomination
Just listen to the song. It's either about a very confused hummingbird moth, or something far more sinister...

The singer in the first verse of "Turn Around" is an assassin (or the person who decides who dies), who knows he's about to die.
Explains why he could say he was working in the office, and that he had recently (thought he) killed a man isn't a big deal. The man he talked to on the phone is also an assassin and is pointing a gun at the singer ("...the same obsequious manner which is the reason I had him killed").

The narrator of 'I'm your boyfriend now' killed the object of his affections.
The song gets progressively more sinister, beginning with admiration and progressing to physical stalking and the singer confessing he listens to voices in his head. The particular verse "You don't have to say it, I can see it in your eyes, I can read it in your heart and I can hear it in your silence" is what convinces me. After that, the narrator continues to question why his beloved won't act like he's her boyfriend. The answer, whether he's rational enough to know or not, is because she can't; she's dead.

The Statues are Weeping Angels.
The statue sent a beam into the narrator's eye and then he died. The Angel can imprint an image into your eyes and then an Angel will be in your mind. You die shortly after.

Nyquil Driver is now serving time.
He obviously fell asleep at the wheel and ran someone over.

"Experimental Film," "Doctor Worm," and "Statue Got Me High" take place in the same universe.
The narrator is in college, trying to decide between a medical career or an artistic one. He mentions that something in the film he's working on makes your face explode. He also mentions he doesn't know what makes your face explode. Then, he hears word of the eponymous statue of the second song. So, he films the statue. It doesn't work to the full effect, and when he watches it he finds that his head isn't splattered all over the dorm-room walls. It does, however, cause dementia, causing him to believe that he is a worm. What little remains of his old self is the fact he likes to play the drums, signifying his love for the arts.
 * Wait, he filmed the statue because he wanted the audience's faces to explode?
 * Well, whatever holds the image of an angel...

Cake's song "Comfort Eagle" is the prequel to "Dirtbike" and The bird of the bee of the moth is one of the deities the cult worships, alongside cthulhu,
and an ethnocentric american rocker who likes to smoke. While that doesn't SEEM very godly, remember the lyrics talking about him handling the money AND serving the food, all the while calling you dude. It takes either multiple bodies or psychic powers and teleportation to do that at a a party where people serve the food as apposed to the self-serve most parties employ. not to mention that his cigarette doesn't seem to ash. On the bird/bee/moth side, we have what seems to (as stated above) an eldritch abomination. The submarine was a sacrifice.