The Runaway Five first appear in Twoson. They play at the Chaos Theater, and are forced to stay there because of the debt they owe to the manager of the theater. The cost is $10,000, which can be paid for after Paula is rescued, and brought to Mr. Everdred. He gives Ness a wad of bills that can be shown to the manager, which frees the group from their debt. The band reward this generosity by giving Ness and Paula a ride to Threed. The band departs after arriving, and aren't seen until Fourside, When you get there, they are in debt again. This time, you can pay their debt with a large diamond found in a cave in the Dusty Dunes Desert. Once you do, they leave. No reward this time. Not yet, anyway.
After Paula is kidnapped, Ness and Jeff go to the Monotoli Building, and fight a powerful Clumsy Robot. The Runaway Five appear and turn off the robot, thereby saving Ness and Jeff. After this, they give you a ride to Threed yet again.
The quintet reappear at the end of the game, against Giygas. This time, they help Ness and company by praying for them, causing damage to Giygas. They are one of the people who help, alongside Ness' mother, Frank, Tony and others.