They can cause fevers that can only be cured by more
cowbell.
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The host of that episode, who played the agent who kept saying
more cowbell, was the actor Christopher Walken, Will Ferrell played
the guy playing the cowbell
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This is a joke from an old Saturday Night Live skit - they were
recording a song and one guy kept saying "It needs more cowbell"
because he played the cowbell in the band.
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The Cowbell Skull has the effect of making explosions more
powerful.