There are a few bands named Big Sky:
1) A rock band from Gainesville, Florida
2) A band from Minneapolis.
3) An emo band from Iowa: Here is their bandcamp.
4) A folk rock band from Milwaukee
5) A South African rock band, best known as the opening and supporting act for Rodriguez' 1998 tour of South Africa as depicted in the 2013 Oscar-winning documentary 'Searching For Sugar Man' 1) After twelve years, nearly 50,000 albums sold independently (before Facebook, myspace and itunes), and acquiring a lifetime of stories...

Read more about Big Sky on Last.fm.