In 2003, the experimental rock band Joan of Arc hit the road for another tour. This time, the group's ever-rotating lineup consisted of singer Tim Kinsella, guitarist Sam Zurick, bassist Bobby Burg, and drummer/keyboardist Nate Kinsella. The band returned to Chicago after three months of touring. It was agreed that they should continue playing together, but not under the Joan of Arc moniker. The group christened itself Make Believe instead.

Their first full-length, Shock of Being, was released in Fall 2005, and sophomore effort Of Course followed one year (to the very day) after.