That cocktail napkin list eventually became the label's first release, a 1994 compilation called "For A Life of Sin: A Compilation of Insurgent Chicago Country" that Warshaw, Miller, and Babcock self-funded. The album, which documented the Chicago music scene Warshaw and Miller saw at the time, included artists such as The Bottle Rockets and Robbie Fulks, as well as long-time local Chicago band, The Sundowners. Using the compilation format, Bloodshot organized record release shows in multiple cities with four or five bands on each night's line-up, which allowed a wide press presence for the small label, where the bands could sell what turned out to be some of the bands' first records at the multiple-band line-up shows. The record was self-distributed and sold on consignment, with enough success that the record was paid for and funds were left to do another compilation.