The band was formed in 1996 by school friends Adam Straw, Anamik Saha and Christopher Allison.
Lorna Crabbe joined in August 1997 (two weeks before their first gig), and Giles Littleford three years later.
called their debut a "Ragged and Wonderful sliver of a debut",[1] while Uncut magazine described Finlay's sound as "heroic and inspired pop music tuned in from an unearthly frequency".
[2] The band became particularly known for their DIY lo-fi aesthetic, most evident in their earlier recordings.
[3] After the break-up, Anamik Saha and Giles Littleford joined east London band Dark Captain Light Captain, for whom Giles Littleford continues to play guitar.