Grey Lady Down has its origins in the group Shadowland. Shadowland members Louis David, Martin Wilson, and Julian Hunt found themselves looking for a new rhythm section in 1992, so they recruited Sean Spear and Mark Robotham to join them. It was about this time they discovered there was another group by the same name and made the change to Grey Lady Down. The group released a demo tape that began garnering them a lot of attention and they released their first album, The Crime, in 1994. The following year they released Forces and two years later their third album, Fear, came out. The group broke up, due to various reasons, in 1998. Late that year a live album, The Time of Our Lives, was released. The group reunited with an altered lineup (Spear, Wilson, Hunt, Mark Westworth, and Martin Wright), playing as Trinity for a time. They eventually went back to the old moniker. In 1999, Phil Millichamp replaced Wright and the band released Star Crossed in 2001.
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