Caspian loosely formed in Autumn of 2003 in Beverly, Massachusetts, developing material through the first year of its existence, recording a demo in May 2004 and performing a small number of shows in late 2004 and early 2005, including a support for the Japanese post-rock band Mono. The band's first performance took place at The Pickled Onion in Beverly, Massachusetts on August 26, 2004. At the time the band had not yet chosen the name Caspian and were looking for a vocalist.