I recently bought both seasons' soundtracks and have just one complaint. It's impossible to listen to them on a walk, without becoming your own personal second line.
The feet find the rhythm first. Then the hips start to sway, knees bend deep and before you know it you're wondering what would happen if you were to throw in a couple spins and full on dance-walk your way down the road.
You've been warned.
Video of a real life second line in New Orleans
HBO version (opening scene of episode 1).