Over the years the band have made tunes in locations as varied as a chicken coop, an abandoned train and a high school.
And while their latest record, Favourite Waitress, came together in a normal studio, the band have had plenty of off the wall experiences in the past.
"We recorded in an old abandoned train once," recalls vocalist James Felice, who also plays the accordion and piano and is the younger of the group's two siblings.
"It had been left on some old tracks near the woods, I guess for about 60 years. We took in some recording equipment and just laid down some vocals right there.
"We've recorded in train stations, chicken coops and anywhere we can - with modern technology we can record anywhere, with just a couple of mics and a laptop."
The results have been heard over several albums that established the fivesome (brothers Ian and James are joined by three friends to complete the line-up) as a band capable of producing rock, country and everything else in-between.
There's been comparisons to Dylan, the Band and other classic acts who tap into old time Americana.
Latest album Favourite Waitress saw the quintet finally choose a straightforward recording location, as they headed to the studio owned by their friend and regular touring pal, Conor Obrest, to work for a week.
The results remain raw and raucous, a contrast to 2011's more experimental Celebration, Florida album.
"These songs suited more simple soundscapes," says James, ahead of the band's O2 ABC appearance next Thursday.
"We're not going to shy away from what we did on Florida but for this record, and for how we were recording it, which was live, we wanted it to be more direct and more simplified. We wanted to hit a little harder with this one…
"We knew what we wanted out of the album going into recording it, which is unusual for us."
Formed in New York by James, Ian and their brother Simone (who's since departed to work on other projects) the band have seen a slow but steady rise.
It's earned them success beyond their home country, which James admits still takes him by surprise.
It's an amazing feeling, I still can't believe other people know our songs in other cities in America, never mind them going across the water to another culture," he says.
"Glasgow is one of our favourite places to play in the whole world, so we're happy to be doing that again. I think there's something about the atmosphere at the Glasgow shows.
"Growing up, and I don't know why, but there was always a mysterious beauty about Scotland and that carried into my adult years.
"And the people who come to the shows are always so excited, there's a real joy and energy about our Glasgow shows."
It's not just the gig that James is looking forward to. He feels that one way the band avoid burnout from non-stop touring is by taking time out to sample whatever city they're in, and enjoy what's around them.
"Playing shows is fun and invigorating, but there are other things that are fun about being on the road, like giving yourself time to go to a museum, or walk in a park," he adds.
"You can be very insular on tour and just see the highway and the club you're playing in, and nothing else.
"We try to get out there and enjoy what we're doing. I've heard about the Botanic Gardens in Glasgow, so I want to check that out when we're there."
Of course, while the band are on the road in other countries there's always family support close at hand.
There are positives and negatives to being in a brotherly band, though thankfully the Felice clan aren't exactly the Gallaghers.
"The biggest upside is that no matter what you do, you're still family," says James.
"No matter what, I have his back and he has mine. There's also an upside in that the whole band are brotherly, because we've all known each other so long that we have that bond.
"The biggest downside is that sometimes it sucks working with your family, because things can get in the way.
"There can be artistic differences over songs that can get in the way of other things."
l The Felice Brothers, O2 ABC, Thursday, £16.50, 7pm