The concert film is preceded by a 30-minute documentary, featuring the various artists traveling to the Ryman Auditorium and rehearsing for the show. Time is spent with bluegrass star Ralph Stanley, who rides in a limousine to Nashville, Tennessee, and is interviewed on radio station WSM and introduced as the newest member of the Grand Ole Opry, despite having performed professionally as a country musician since the 1960s. and Monterey Pop, co-directed Down from the Mountain. John Hartford, who acts as master of ceremonies for the concert, is interviewed while piloting a paddlewheeler riverboat, and he talks about his time as a towboat pilot on the Upper Mississippi and Illinois rivers. It is his last filmed appearance before his death on June 4, 2001. T-Bone Burnett is seen working with the girl trio, the Peasall Sisters, instructing guitarist Chris Sharp to increase the tempo on their number, "In the Highways", to rock and roll speed. "Can't you relate to rock and roll?" Burnett asks the musician. Emmylou Harris reveals her obsession with Major League Baseball, showing that she carries a Motorola pager that tracks the action in all the games being played that day. Gillian Welch explains that Harris and Alison Krauss took delight in making her sing the highest part in their trio, "Didn't Leave Nobody but the Baby", when both Harris and Krauss have higher-register voices. Harris sang the bass part on the song, which is unusual for the singer, who is well known for her role as the "angel" vocalist in duets and backing vocals with other artists. The concert is introduced by Holly Hunter, a cast member from O Brother, Where Art Thou?''. She explains the presence of cameramen on the stage by making a joke about it being "dress-down Wednesday" at the FBI and that several agents have joined the performance that night. Another cast member, Tim Blake Nelson, is seen backstage talking to Emmylou Harris, recalling a performance she gave at a bar on her 38th birthday. The Coen brothers are in the crowd, as is Billy Bob Thornton.
"I'm Blue, I'm Lonesome" – written by Bill Monroe and Hank Williams ; performed by Alison Krauss and Union Station
"Green Pastures" – traditional; performed by Emmylou Harris, vocals and guitar; Gillian Welch, vocals; David Rawlings, vocals and guitar; Jerry Douglas, dobro; Barry Bales, bass
"Indian War Whoop" – written by Hoyt Ming and Pep Steppers; performed by John Hartford, fiddle; Gillian Welch, vocals; Mike Compton, mandolin; Chris Sharp, guitar; Larry Perkins, bass
"Didn't Leave Nobody but the Baby" – arrangement by Alan Lomax, T-Bone Burnett and Gillian Welch; performed by Emmylou Harris, Alison Krauss, and Gillian Welch
"John Law Burned Down the Liquor Sto'" – Chris Thomas King and Colin Linden, slide resonator guitars and vocals; Barry Bales, bass; Mike Compton, mandolin
"I Am Weary " – written by Pete Kuykendall ; performed by the Cox Family with Barry Bales, bass and Mike Compton, mandolin
"Will There Be Any Stars In My Crown?" – traditional; performed by the Cox Family with Barry Bales, bass and Mike Compton, mandolin
"Man of Constant Sorrow" – arrangement by Ed Haley; solo fiddle by John Hartford
"Dear Someone" – written by Gillian Welch and David Rawlings; performed by Gillian Welch, vocals; David Rawlings, vocals and guitar; John Hartford, fiddle; Mike Compton, mandolin
"I Want to Sing That Rock and Roll" – written by Gillian Welch and David Rawlings; performed by Gillian Welch, vocals and guitar; David Rawlings, vocals and guitar
"Keep on the Sunny Side" – written by Ada Blenkhorn and J. Howard Entwisle; performed by The Whites with Jerry Douglas, dobro
"Shove That Hog's Foot Further in the Bed" – written by Ed Haley; performed by John Hartford, vocals and fiddle; Mike Compton, mandolin; Chris Sharp, guitar; Larry Perkins, bass
"O Death" – traditional; performed by Ralph Stanley
"Angel Band" – traditional; performed by Ralph Stanley and cast
Soundtrack album
The soundtrack album, Down from the Mountain: Live Concert Performances by the Artists & Musicians of O Brother, Where Art Thou? was released to complement the documentary concert film. It has the complete versions of songs that are interrupted in the film by backstage chatter, including "John Law Burned Down the Liquor Sto'" by Chris Thomas King and Colin Linden and "Will There Be Any Stars?" by the Cox Family. Another track, "Sandy Land" by The Whites, does not appear in the film.