The group is also known for collaborations, both live and on recording, with musicians Ken Vandermark, Otomo Yoshihide, Jim O'Rourke, Thurston Moore, and Jeb Bishop. Their self-titled debut of Don Cherry numbers was quickly followed by their first collaborative work, She Knows..., with Joe McPhee, featuring free jazz standards by David Murray, Frank Lowe, and Norman Howard. She Knows... showed the group's keen interest in reworking other genres, and included a version of "To Bring You My Love," originally recorded by PJ Harvey. During their career, the Thing went on to record versions of tracks by the White Stripes, the Sonics, and the Yeah Yeah Yeahs. In 2004, they released the album Garage on Smalltown Superjazz, the subsidiary label of Smalltown Supersound, and there were subsequent releases of live EPs and the album Action Jazz, featuring covers of Ornette Coleman and Lightning Bolt as well as original compositions. In 2012, the band released The Cherry Tree with vocalist Neneh Cherry, marking her first album in a leading role in 16 years. Next, the bandmembers decided to start their own label, The Thing Records, to ensure that all money made went directly into the cost of recording and future projects, which enabled them to release the records Boot!, Mono, and the Viking EP, as well as an album of live performances with Thurston Moore.

This was followed up with a full-length, cut over the first two days of June in 2015. Entitled Shake, the album offered four new originals as well as covers by Loop, Ornette Coleman, and Wyrd Visions (aka Colin Bergh). It was released at the end of October, three weeks after the Thing began a tour with James Blood Ulmer. ~ James Pearce