Saxon Shore was formed in the winter of 2001 by Matthew Doty (guitar, piano) and Joshua Tillman (drums). Founded in the ideal that themes of beauty, hope and despair could be translated without the use of lyrics or objective subject matter, Doty and Tillman began writing songs which would, quickly soon after, appear on 2002's Be A Bright Blue which was released on Doty's Broken Factory Records. Tillman enlisted the help of his brother, Zach Tillman, for bass duties during the sessions. Be A Bright Blue's austere simplicity and minimal, melodic accessibility dissented from the majority of current instrumental acts by utilizing pop music conventions such as repetition, hooks, and western dynamics, while offering room for solidarity, free interpretations, and thematic independence.

After a year of three regional and one national tour, featuring a revolving door of membership, Saxon Shore recorded 2003's Four Months of Darkness at home and with Georgia's Jamie Bozeman. With Doty and Tillman living in upstate NY and Seattle, respectively, the songwriting process became an exchange of mailed 4-track demos. The songs would expand and contract, until both Tillman and Doty were satisfied. The initial tracks for Four Months of Darkness were recorded during a tour as Saxon Shore passed through Atlanta and had some spare days and studio time reserved. After recording these tracks in late autumn 2002, Doty and Tillman took the rough mixes to their respective homes and began to hone and craft the final, resulting album. Doty made several electronic, loop, and keyboard additions which were added to the final mix. Traveling guitarist Matthew Stone was also a contributor to the final process, recording guitar tracks to two songs in his Hershey, PA living room and providing many editing suggestions. Departing from the trademark indie-pop established by Be A Bright Blue, Four Months of Darkness is an expansion of the Saxon Shore sound, allowing meandering song structure and brooding tension throughout the unsettled beauty of its instrumental tale of struggling duality.