And in the case on This American Life they showed up at a club where an unknown band played and made their night. But later it made the band depressed. It was very sad.
I can totally see this. You're up there and you're thinking "Damn, something happened, we're really taking off!" And then later to find out it was pretty much a goof, and you go back to playing small crowds... well, shit.
My band did a "reunion show" a couple years after we broke up. It was homecoming weekend, and people who were freshmen when we'd last played together were now seniors. So we had a surprising number of people show up, very enthusiastic, "can't wait to hear you guys place, we've missed you," etc. Which was great. But at the same time, there was a bit of "Where the hell were you back when we were playing with regularity?" And that bummed me out a little. There have been no reunion shows since.