Wolfe is one of the founders and artistic directors of Bang on a Can (alongside fellow composers Michael Gordon and David Lang), best known for its Marathon Concerts during which an eclectic mix of pieces are performed in succession over the course of many hours while audience members are welcome to come and go as they please. For the twentieth anniversary of their Marathon Concerts, Bang on a Can presented twenty-six hours of uninterrupted music at the World Financial Center Winter Garden Atrium in New York City. In 1992, Bang on a Can founded the chamber ensemble Bang on a Can All-Stars.