The Costello Show was yet another pseudonym for Declan McManus, perhaps better known as Elvis Costello. This pseud only lasted for one album, the country-flavored "King of America", which was his second foray into country music ("Almost Blue" had included mostly country songs). This was released around the same time that Costello toured with T-Bone Burnett, as The Coward Brothers, yet another country pseudonym. Read more on Last.fm