He attended Brown University sporadically while pursuing a career as an actor, and living between Brooklyn, Los Angeles, and Bloomington, Indiana.

[7] He began making music during this time, initially as a project for his professor Jeff Todd Titon, an ethnomusicologist at Brown University.

He has been called an "Appalachian post-punk solipsist",[9] with a voice that has been described as "a fragile sort-of warble frittering around haunted melodies in the American folk or country tradition.

[10]Will stated in a 1995 interview with KCRW that the name Palace Flophouse was inspired by reading John Steinbeck's Cannery Row.

Beginning in 1998, Oldham has primarily used the moniker Bonnie 'Prince' Billy, which draws inspiration from several sources: [T]he name has so many different references that it could almost have a life of its own.

[18] The project was never picked up by a television network, but the short with Oldham finally saw official release in the 2015 retrospective box set Digging My Own Grave: The Films of Caveh Zahedi.

As part of an agreement to play that role, he wrote a theme song, in the style of a Saturday-morning cartoon show, for filmmaker Lance Bangs.

[23] In 2011, Oldham played a father telling a bedtime story to his son in David Lowery's short film Pioneer.

In 2009, Oldham narrated Madam and Little Boy, a documentary film about atomic weapons, directed by Swedish artist Magnus Bärtås.

In 2010, Oldham narrated Music Makes a City, a documentary about the formation of the Louisville Orchestra, directed by Owsley Brown III and Jerome Hiler.