From Durham, North Carolina

From last.fm:

Xiu Xiu is an experimental band originally from San Jose, California and currently based in Durham, NC and Brooklyn. The band is named after the main character of the 1998 Chinese film "Tian yu" (a.k.a. "Xiu Xiu: The Sent Down Girl") Xiu Xiu was first formed in 2000 and is the main project of singer-songwriter Jamie Stewart, who records with friends on his home computer. Stewart's cousin, Caralee McElroy joined the band in 2003 and was the only other permanent member of the band until her departure in early 2009. Read more about Xiu Xiu on Last.fm.