Nicest people in the U.S.A. Last Tuesday is a melodic punk rock band hailing from Harrisburg, Pennsylvania. They played their final show on March 10th, 2007. Last Tuesday was formed in 1999 in Harrisburg, P.A. After the announcement from Steve Gee that he will be leaving the band, Last Tuesday no longer had any of its original members. Last Tuesday was formed on the understanding that everyday could be our last day, and we are not guaranteed another day on this earth, so we must live for God in the present.