500 copies on their Making of Americans label. Marshall recorded simultaneously her first two albums Dear Sir and Myra Lee in December 1994 in a small basement studio near Mott Street in New York City, with guitarist Tim Foljahn and Sonic Youth drummer Steve Shelley; Marshall and Shelley had initially met after she played a show opening for Liz Phair in 1993. A total of 20 songs were recorded in a single day by the trio, all of which were split into two records, making up Dear Sir and Myra Lee, released respectively in October 1995 and March 1996. Although Dear Sir is considered Marshall's debut album, it is more the length of an EP. 1996–2003: Early Matador releases In 1996, Marshall signed to Matador Records and in September released her third album, What Would the Community Think, which she recorded in Memphis, Tennessee, in February 1996. The album was produced by Shelley and again featured Shelley and Foljahn as backing musicians, and spawned a single and music video, "Nude as the News" about the abortion she had at the age of 20. Critics cited the album as evidence of her maturation as a singer and songwriter from the "dense and cathartic" material of her first two releases. After the release of What Would the Community Think, Marshall took a trip to South Africa, after which she left New York City and moved to Portland, Oregon, where she found temporary employment as a babysitter. In the spring of 1997, Marshall relocated with her then-boyfriend, musician Bill Callahan, to a rural farmhouse in Prosperity, South Carolina. After experiencing a hypnogogic nightmare while alone in the farmhouse, Marshall wrote six new songs that would go on to make up the bulk of her following album, Moon Pix (1998), which she recorded at Sing Sing Studios in Melbourne, Australia, with backing musicians Mick Turner and Jim White of the Australian band Dirty Three. Moon Pix was well received by critics, and along with an accompanying music video for the song "Cross Bones Style", helped her gain further recognition. Rolling Stone would later describe it as her 'breakthrough' record. In 1999 where Marshall performed in a series of shows where she provided musical accompaniment to the silent movie The Passion of Joan of Arc. The shows combined original material and covers, some of which would be released on Marshall's fifth album, The Covers Record