The HL Musical Investigation must be no more than a maximum of 2000 words, and is an ethnomusicalogical study, as well as a music theory study of two distinct musical cultures.
Ethnomusicology is the study of music from different areas and times. Students must compare and contrast two different genres of music from completely different areas and times to see the relationships between the two. Examples include the relationship between ragtime and Skandinavian folk Music or the differences between the punk rock and the Indian Tabla Drums. The more obscure the difference between the two the more likely you are to score well.
The Musical Investigation must also be written as a media script---THIS IS NOT AN ESSAY OR REPORT!!!! Again, the more obscure you can be with what type of media script, the better. Examples include a festival adjudicators sheet, a magazine article, a Myspace page, etc. Have fun with this part, because this is the most creative part of the Musical Investigation.
Advice to Writing the Musical Investigation
Try to write the Investigation in parts. Compare and contrast the Melody of each piece, then the Harmony of each piece, and so on. The reader will not follow your thought process as well as if you were to talk about Genre A and then go into how Genre B differs. Keep the similarites and differences close together - it just sounds like you know what you're talking about better.
These are some Musical Investigations, using a website as a media format: