In 1999, Arthur released the seven-song EP Vacancy and received a Grammy nomination for Best Recording Package, thanks to the hand-folded design by art director Zachary Larner. The sophomore effort Come to Where I'm From appeared one year later, featuring production from alt-country icon T-Bone Burnett and distribution from Virgin Records. The album showed Arthur's musical fondness for basic country-rock and Americana, and he spent the rest of 2000 headlining club shows across North America and serving as an opening act for The The. Two years later, Arthur issued the four-EP series Junkyard Hearts, a precursor to his third opus, Redemption's Son. North American dates with Tracy Chapman followed in summer 2003, then one year later the critically acclaimed Our Shadows Will Remain appeared.

After starting his own label, Lonely Astronaut (distributed by Sony), Arthur published a collection of his artwork entitled We Almost Made It, complete with a mostly instrumental accompaniment, The Invisible Parade, during the spring of 2006. A few months later, fans were greeted with his fifth record, Nuclear Daydream, as well as a tour that featured Arthur with a full live band, something he had never done before. Arthur also provided vocals for "Sublime," from the Twilight Singers' iTunes-only five-song EP A Stitch in Time. In April 2007, he partnered with his band once again to record Let's Just Be, the second album released on his own label.

The following year brought even more material, with Arthur releasing no less than four EPs during the first seven months of the year (Could We Survive, Crazy Rain, Vagabond Skies, Foreign Girls) and a full album, Temporary People, in September. In February 2010, Arthur teamed up with Dhani Harrison and Ben Harper to form Fistful of Mercy, a folk-rock trio whose debut album, As I Call You Down, was released later that year. The band toured off and on during 2010 and continued playing sporadic shows in 2011, but that didn't stop Arthur from furthering his solo career with The Graduation Ceremony, which appeared in May 2011. Early the following year, he self-released his next solo work, the double album Redemption City, as a digital download (the LP issue followed later that year). Ever ambitious -- as well as prolific -- Arthur focused on completing a confessional concept record he had envisioned over a decade earlier -- some of its songs had been in his live show that long. Without a label, he reached out to fans on the Pledge Music crowd-funding site and realized 170-percent of his goal. The end result was his "psychedelic soul" record, The Ballad of Boogie Christ. It was released in June of 2013.