Named after an Elvis Costello song, the series was published between August and December of 2003 and later collected into a trade paperback with Red. The book was written during a period of Ellis' output, when he mostly produced books in three-issue bursts for independent DC imprints (like Wildstorm's Homage Comics and Cliffhanger), such as Red and Reload, because he had reached the end of his exclusive contract with DC and was reassessing his next steps.