There are multiple artists with the name Audrey. 1. Swedish pop four-piece. 2. Five-piece rock band from Muskegon, Michigan. 1. Swedish four-piece Audrey formed in Henån, Sweden in 2002 and started performing gigs in April of the same year. Having recorded a demo in the studio of an artist's collective in Gothenburg in the summer of 2003, the positive responses were immediate. During the summer and autumn they played more shows, selling over 500 demos in the process.