I've three or four Holly Golightly albums - very good indeed - 60s lady pop type stuff - extremely well done. She used to be in Thee Headcoatees, the spin off girl band from Billy Childish's Thee Headcoats.
The connection here is all Jack White. Jack White's a big fan of Billy Childish and apparently a close friend of Holly Golightly through that connection (which is why there is that rather unrepresentative bit on Elephant). The Greenhorne's I believe include members of bands Jack White has been in and members of Greenhornes have backed Jack on a couple of occasions (like when the Stripes and the bassist from the Greenhornes played backing to Jeff Beck, when he was doing the Yardbirds segment of his show a few years back) and may be involved in the new Jack White/Brendan Benson thing - the Raconteurs