On a drunken New York night in March of 2009, Green Day entered Stratosphere Studios with former D Generation singer Jesse Malin to record a song they’d written together called ‘Depression Times’. Needing a name for the new band, they combined their hometowns of Rodeo (Billie & Mike) and Queens (Malin) to get the Rodeo Queens moniker.

The song sat on the shelf for over a year before finally being played on the radio by 101.9 RXP on December 6, 2010, but was never officially released on physical or digital mediums. Although that was the one and only song released by the band, Jesse and Billie Joe would team up again in 2019 to finish a song originally meant for the Rodeo Queens called ‘Strangers & Thieves’ which would appear on Malin’s solo album, Sunset Kids.