In 2006, a band called The Horrors achieved Next Big Thing status in their native England, though over here the reaction was skeptical: A goth band, at this late date? Seriously? They looked like The Cramps circa 1980 but didn't sound nearly as fierce or as funny. If there was a deeper, more sublime wit to songs like "Sheena is a Parasite," we weren't getting it. An early show during the CMJ Music Marathon at The Annex in Manhattan revealed The Horrors as an uncertain band hiding on an unlit stage, desperate to make a statement but unable to hold the attention of a bleary-eyed crowd at 3 a.m.