Formed in Newark, New Jersey, My Chemical Romance made their debut in 2002 with the independently released album I Brought You My Bullets, You Brought Me Your Love The band signed to Reprise Records the following year and made their major label debut with 2004's Three Cheers for Sweet Revenge. The album contained the Platinum hit 'I'm Not Okay (I Promise)', the Gold-certified 'Helena', and 'The Ghost of You' Rolling Stone hailed the three-times Platinum The Black Parade as one of the top albums of 2006. Lead single 'Welcome to the Black Parade' topped both Billboard's Alternative Songs tally and the UK Official Singles chart The band toured extensively behind the album - appearing as characters from The Black Parade - and released the live album The Black Parade is Dead! in 2008. Danger Days: The True Lives of the Fabulous Killjoys was released in 2010 and topped Billboard's Alternative Albums and Top Rock Albums charts. It was followed by a series of singles later released as Conventional Weapons in 2013