The album was recorded and mixed in just two weeks. The band wrote no new material for this album prior, and then spent eight straight days writing and finishing a song each day. The rest of the two weeks was spent mixing. The album is Volume 21 in the "Travels in Constants" series and was originally only available for purchase via mail order and at the band's shows. Due to the demand of fans who could not get hold of the album, The Rescue used to be offered as a free download by the band at the band's official website at one time.
The Rescue was inspired by a time the band was on tour, and its van broke down on the road. The members had to wait eight days (hence each track title) for the transmission to be replaced in the van (as described in dialog during the song "Day Three"), and they went flat broke after the payment. They had to spend those eight days in the attic of someone kind enough to let them stay. They described "Day Eight" as "a goodbye".