So, after wrapping up that show, the band decamped to Wisconsin to dream up the magic all over again. Sitting at the mixing desk was folk-pop troubador Justin Vernon - who they'd befriended while on tour with Bon Iver. Here is the proof, lest you think this is all an elaborate ruse.
The first fruits of their collaboration is an EP called Blood I Bled, the title track of which appeared online today. Vernon upends a whole bag of tricks over the sisters' pin-point harmonies: Strings, handclaps, a brass section and, naturally, a banjo. But crucially, he does nothing to dilute the band's spine-tingling vocals.
In ambition and structure, it sounds like Eagle Song, the billowy, polyharmonic closing track from their debut record, but now it has added oomph. Or, at least, as much oomph as a mournful mid-tempo folk ballad can muster.
You can pre-order the Blood I Bled EP on iTunes. And to pass the time until the 28th of October, when it'll appear in your library like a less spectacularly-unwelcome U2 album, here's a picture of Emily, Jessica and Camilla when they were little 'uns. Awww, bless.