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Keith traditionally performs annually on his birthday, during which the recording for the upcoming album is made. Themes include: his relationship with his father, his upbringing in rural Pennsylvania, his work as a clown, and his work as a waiter.

Each of the albums also has a corresponding DVD available featuring video of the CD performance and extra material, including interviews and documentaries. An independent film entitled "Crushed" reportedly features Keith Malley, however it has not been formally released.