Daenerys Targaryen and the Dragon Ponies
Band allegedly playing at the 2014 South by Southwest Festival (SXSW), according to the "Lie Witness News: SXSW Edition" sketch on Jimmy Kimmel Live! (3/13/2014).
Must be big fans of Game of Thrones / Song of Fire and Ice, since they're named after one of the characters.
The female lead singer takes baths on stage.