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The Come On Pilgrim EP was the Pixies' first release. It was issued in October of 1987. The title comes from the "Levitate Me" lyric "Levitate me/ Come on, pilgrim, you know he loves you / Levitate me".
All of the songs were taken directly from a demo tape (dubbed the "Purple Tapes") that the band recorded before being signed to 4AD Records. Immediately after signing, the studio released eight of the eighteen demo songs as the Come on Pilgrim EP. (Most of the rest of the demo would be released in 2002.) Two of the Pilgrim songs, "Vamos" and "Caribou", would be placed on the Pixies' next release, their first full-length album Surfer Rosa ("Caribou" only appears on the European version.)