Lying Is the Most Fun a Girl Can Have Without Taking Her Clothes Off is hit single by rock band Panic! at the Disco. It was released in August 2006, from their album A Fever You Can’t Sweat Out. The song title is often shortened to “Lying Is the Most Fun…”. The title comes from a line of dialog spoken by Natalie Portman’s character, Alice, in the 2004 film Closer.