From their myspace:
"The Sunset Gun was originally fashioned by Alice from a cello, a guitar and the contents of a drinks cabinet in the winter of 2005. She met multi-instrumentalist Samson shortly after, when the two found themselves without a dance partner at a wedding. Javier, off-spring of a Paraguayan revolutionary, eventually overcame the messy Keane Incident to take up bass duties, while an accident of birth left Occy with no choice but to play drums."
They sound a bit like the Yeah Yeah Yeahs perhaps, whilst Alice also plays cello for Duke Spirit and Mr David Viner.