Last Wednesday is a little-known band from Lafayette, Indiana. They were formed in December of 2009, when four teenage guys (Joel Summer, Stephen Shutters, Brandon Kappenman, Graham Anderson) wanted to astound the audience of their school's annual talent show with their aptitude for music. They originally wanted to play More Than a Feeling, by Boston, and Say It Ain't So, by Weezer, but couldn't manage to sing More Than a Feeling due to how high the notes were. They decided only to perform Say It Ain't So and organized several practices before the talent show tryouts on December 12, 2009. A day after the tryouts, Joel Summer and the gang were notified that they would have qualified for the school talent show if not for the inappropriate references within the lyrics (such as alcohol). After a temporary hiatus, Last Wednesday's bassist, Stephen Shutters, joined with pianist Sam Nelson to write their very first song, Those Days. The song was meant to display the bliss and sorrows of childhood from a youth's perspective. Though somewhat hypothetical, it involved a young boy and the imaginary adventures he experienced in his tree, until the tree was cut down by the power company. It was officially released to the public as an instrumental due to the bad quality of the vocal recording. Sam and Stephen added several interesting sounds in the background of Those Days, such as birds tweeting and a Korean boy screaming. After helping Stephen with Those Days, Sam Nelson officially became Last Wednesday's new pianist.

On February 28, 2011, Last Wednesday released their second song, Lumbajack, to several official services, some of which being CD Baby, iTunes, and last.fm.