"Don't Give Up" is a duet recorded by Peter Gabriel and Kate Bush for Gabriel's album So. In 2008, The Midway State with Lady Gaga recorded a cover of the song. As of now, the song is unreleased. The song title can be heard in the song "So Happy I Could Die". Asked about what happened with the song, Nathan Ferraro, singer of The Midway State replied:
"I didn't cry but I was disappointed. In this business you get used to that, it's just a snap of the fingers. It was just a matter of she was blowing up at the time and they can't put a huge push or millions of dollars behind every single artistic thing she does".
The idea for a collaboration with Gaga came from Martin Kierszenbaum, the A & R person for both artists at Cherrytree Records in 2008. "He introduced the two of us", Nathan Ferraro said, from The Midway State. "We had this idea for a collaboration on this Peter Gabriel song", he added. "We met [Lady Gaga] in New York and we talked about it. When we finished [recording], we were both super into it so shortly thereafter we recorded a video for the song [in L.A.]". Midway State recorded the song in Toronto with co-producer Gavin Brown, and Lady Gaga cut her part satellite style in Los Angeles. "We were kind of scared in the beginning to try to live up to something like that, but it's modern and different", Ferraro says of the cover. "We added synths. We made it something you could slow dance to in the club". "It was really exciting doing that collaboration with Nathan", Gaga told Spinner, "I love that song so much. I really let Midway State take the lead. I wanted it to be more pop -- something that young people would hear and learn something about Kate Bush".
There were two videos created for this song by Godley & Creme. The first consisted of a single take of the singers in an embrace, as the sun enters total eclipse and re-emerges. The second featured Gabriel and Bush's faces superimposed over film of a town and its people in disrepair.
The Midway State version is "a re-do of the original in a modern way", said Ferraro from Midway State. "The whole thing is the two of us just caressing each other, so we did get to know each other pretty well, for hours on end", he said. "I was not emasculated. It was good. It was a lot of fun. She's a sweetheart. And I was very impressed at her genuineness and her absolute love and passion for her artistry, which I share".