Ever since The Kinks split up in 1996, Davies has yearned to recast his past in theatrical form. For several years he toured an autobiographical show called The Storyteller. Then came Come Dancing, a musical celebrating his much older sister Rene who died of heart failure when he was 13. In 2005 Davies heard it would not be staged (it was produced by Theatre Royal Stratford East in 2008) so instead sat down to write Sunny Afternoon. The title song was the inspiration, composed at a nadir in 1966 when he was newly married with a baby and fighting for an income from his hits while others got rich on The Kinks.