Peter Buck and Scott McCaughey have had a long working relationship; McCaughey was a touring member of R.E.M. and frequently assisted on their studio sessions beginning with the tour following 1994's Monster, and Buck often brought McCaughey along for his projects with artists such as Robyn Hitchcock, Alejandro Escovedo, and Filthy Friends. McCaughey was also a key participant in the sessions for Buck's post-R.E.M. solo albums (2012's Peter Buck, 2014's I Am Back to Blow Your Mind Once Again, and 2015's Warzone Earth), and Buck in turn often sat in with McCaughey's ad hoc group the Minus 5 and the Baseball Project, a group devoted to songs about the national pastime also featuring Dream Syndicate frontman Steve Wynn.
Having firmly established their fondness for making records with friends and artists they admire, Buck and McCaughey met Mathisen and Strømstad in 2015 when the Americans were appearing at the Ice Station Vadsø festival in Norway, where I Was a King were also on the bill. The four hit it off and Mathisen and Strømstad asked Buck and McCaughey if they could add some overdubs to a side project they were recording. After passing song ideas and files back and forth, they recorded four original songs without setting foot in the same studio, and they opted to release them later that same year on an EP titled Sun Station. All parties involved were happy with the results, and in 2017 Mathisen and Strømstad flew to Portland, Oregon, where they joined Buck and McCaughey for five days of recording. The completion of the album was delayed when McCaughey suffered a stroke in November 2017 before he could complete overdubs and mixing for the project, but he went on to a full recovery, and in March 2020, The Great Lost No Ones Album was released in the United States by Yep Roc. ~ Mark Deming, Rovi