The song "I Want My Baby Back" by Jimmy Cross is a "follow-up" to "Leader of the Pack." In the song Cross and his girlfriend are the ones who ran into the "Leader of the Pack". By the end of the song, he misses his girl so much that he "digs her up" - complete with shovel sounds and the sound of the coffin lid opening.
Harry Nilsson once appeared on Kenny Everett's radio program in England and denied that he had recorded the song under the alias "Jimmy Cross." It is not clear if Harry was addressing an existing rumor or making a joke which actually started the rumor.
An article about Kenny Everett in the Summer 1993 issue of Playback: The Bulletin of the National Sound Archive (British Library National Sound Archive) states:
Cuddly Ken's occasional hit parade of the horrible, which grew into The Bottom Thirty, was truly a crawl down High Camp Street. He was not above or below including embarrassing novelty records made by other radio presenters. One of these wretched recordings was the ultimate 1960's teenage death genre non-hit, "I Want My Baby Back" recorded by Harry Nilsson under the alias of Jimmy Cross. The singer's grief is such that he digs up his beloved's coffin, crawls in, and sings the last chorus from inside. It was so tasteless that Nilsson, who later was a guest on Everett's programmes, never admitted his involvement in the record he wanted to remain dead and buried.
Sorry. . . Not Harry. There was a real Jimmy Cross. A very nice guy and dear friend of Harry, Gil, and me. He died about twelve years ago but his glorious and lilting performance on 'Baby Back' shall keep his memory alive forever in the annals of beautiful and deeply meaningful popular music.
-- Perry Botkin