There are (at least) two bands named All Night Radio 1. All Night Radio was an American indie rock band formed in Los Angeles, California. Dave Scher and Jimi Hey, hail from Los Angeles, California, and have known each other since 1995, when a 16 year-old Hey would call Scher's late-night radio program on KXLU requesting Six Finger Satellite on a repeated basis. This KXLU connection led them to playing music together in Bee Venom and later resulted in the formation of the more psychedelic country-minded Beachwood Sparks.