"They Say" is the first single by alternative rock band Scars on Broadway. The song was made available on both the band’s official MySpace and their official site on March 28, 2008. Starting from May 28, 2008, the song is available for purchase at iTunes Store. It is also available for downloading as "Free Single of the Week" in iTunes for the week of July 14.
The song was made available for download on the video game Rock Band on July 29, 2008, the same day of the album’s release  and is a playable track on the video game Guitar Hero 5. It is also in the racing game, Colin McRae: Dirt 2.
On June 20, 2008, Scars on Broadway released a music video teaser for "They Say" on a MySpace bulletin and blog. In the teaser, the video is said to premiere soon. The official music video premiered on the Yahoo! Music page on June 27.
The video was directed by Paul Minor. It shows the band playing in a studio of some kind, and flashes clips of world event such as protests intermittently.