Calexico, a Tucson collective of musicians focused around Joey Burns and John Convertino, forged an eclectic identity through their exploration of Southwestern culture. Composer Ennio Morricone's spaghetti Westerns as well as Portuguese fado, Afro-Peruvian music, and '50s and '60s jazz, country, and surf music all factored into Calexico's music.

Burns studied classical music at the University of California, Irvine, before starting his ock career, and Calexico formed after Burns met John Convertino in Los Angeles in 1990. At the time, Convertino had been playing with Howe Gelb's experimental rock group Giant Sand after serving as their upright bassist for a European tour. Burns and Convertino found their voice as a duo during a Giant Sand break, moved to Tucson in 1994, and began collecting instruments from the Chicago Store. First, they worked with Tucson's neo-lounge combo Friends of Dean Martinez, playing marimba, cello, accordion, and vibraphone in addition to their usual work on bass, guitar, and drums. After a split with Friends of Dean Martinez founder Bill Elm in 1996, the duo began to get session work with Barbara Manning, Richard Buckner, Victoria Williams, Michael Hurley, Bill Janovitz, Vic Chesnutt, and Lisa Germano (as the trio OP8). Burns and Convertino also experimented on their own with their new instruments in a home recording studio in 1996, releasing their debut CD, Spoke, on Germany's Haus Musik Records. After signing with Quarterstick/Touch and Go Records in Chicago, they released The Black Light in 1998 and The Hot Rail in 2000.