Joseph Budenholzer grew up in Nebraska, immersed in the rural lore and religious traditions of the region. As a boy he attended parochial school where he was taught by nuns to play guitar for folk Mass. In addition to leading a string of local bands, he also joined The Omaha Magic Theatre, an offshoot of The Open Theatre in New York, as composer in residence. He eventually left Nebraska and set out for New York City arriving in the East Village in the mid-1980s.