Editor's Note: First Notes is a weekly update of recent happenings in the world of music.
* Even if you watched the Saturday Night Live 40th Anniversary Special last night, you and just about everyone else (myself included) missed the after party which apparently went until 4 a.m. and featured jam sessions involving Paul McCartney, Prince, Jimmy Fallon, Taylor Swift, HAIM and plenty of others.
* Alice Cooper, Joe Perry and Johnny Depp are forming a supergroup of sorts called Hollywood Vampires. The band's debut gig will be at Rock in Rio in September.
* Father John Misty released a new album, I Love You, Honeybear, last week, but it's the bonus single he released online that has everyone talking. Check out his sparse cover of Nirvana's "Heart Shaped Box":
* Tremont Music Hall announced "The Fest on Tremont" taking place on March 29. The lineup includes: DJ Complete, Deniro Farrar, Flagship, Serfs, Justin Aswell, Well$, It Looks Sad, The Business People, Hectorina and a whole bunch more.