When The Sun Goes Down In Pompeii

 
 
The Song:

In order for it to feel more authentic, Beck filled out his Song Reader book with fragments of melodies and songs, and even fictional album collections and song titles. On the back of "Old Shanghai," then, he included a list of "far-flung melodies," all song titles referring to various exotic locations.

The song titles throughout the book often refer to older sheet music/songs, but these seem to be mostly made-up. However, there is an old sheet music song called "When The Sun Goes Down In Romany," which they were likely referencing here. (Romany being a city/name related to gypsies.) Pompeii is an inspired choice for a song though.