"Shangri-La" was a song written by Ron Nasty directly before the break-up of the band. However, it was not released, being a part of the infamous "Archaeology tapes" of 1970 which were literally buried by the band.
The first chance fans had to hear it was during Nasty's performance of the song on Saturday Night Live. Low-quality copies of this recording often appeared on bootleg albums, making it even more infamous among fans. In 1988, this copy found some limited release on the record Vast Bastards.
It was finally in 1996 that fans were able to hear a properly recorded and mixed version created for Archaeology, which was an attempted by three of the four Rutles to escavate and finish the lost 1970 recordings. On September 3, a music video was recorded featuring an all-star cast in emulation of the "Love Life" music video.