1. Jon Wayne was the name of a cowpunk, alt-country band in Los Angeles in the 1980s, made up of pseudonymous session musicians who decided to form a more underground band as a diversion. Jon Wayne was a cowpunk, alt-country band in Los Angeles in the 1980s, made up of pseudonymous session musicians. Two albums were released and Vaught has recorded as Jon wayne on at least one other occasion. They appeared on the performing art documentary D.U.I in 1986 showing part of their live show in L.