Recorded during and immediately following R.E.M.'s disaster-prone Monster tour, New Adventures in Hi-Fi feels like it was recorded on the road. Not only are all of Michael Stipe's lyrics on the album about moving or travel, the sound is ragged and varied, pieced together from tapes recorded at shows, soundtracks, and studios, giving it a loose, careening charm. New Adventures has the same spirit of much of R.E.M.'s IRS records, but don't take the title of New Adventures in Hi-Fi lightly – R.E.M. tries different textures and new studio tricks. "How the West Was Won and Where It Got Us" opens the album with a rolling, vaguely hip-hop drum beat and slowly adds on jazzily dissonant piano. "E-Bow the Letter" starts out as an updated version of "Country Feedback," then it turns in on itself with layers of moaning guitar effects and Patti Smith's haunting backing vocals. Clocking in at seven minutes, "Leave" is the longest track R.E.M. has yet recorded and it's one of their strangest and best – an affecting minor-key dirge with a howling, siren-like feedback loop that runs throughout the entire song.
Between 1970 and 1972, Cat Stevens recorded four albums in the same manner, using the same producer and many of the same musicians, painting the album covers, and assigning the records ponderous titles. Things changed with his next album, Foreigner.