"Why" is one of the early songs performed by the Beatles when they were backing Tony Sheridan. It was first issued on Sheridan's French extended play called "Mister Twist" in 1962. In the UK, it is the B-side of the instrumental rock tune "Cry for a Shadow". Although it was originally intended to be the A-side, the record label Polydor chose not to release it. When the Beatles were gaining popularity by 1964, the record label decided to release it with "Cry for a Shadow" as the A-side and "Why" as its B-side. In the US and Canada, it was released as originally intended, by the North American record label MGM with "Why" as the A-side and "Cry for a Shadow" as the B-side, due to it being an instrumental. Both were included on the German compilation album The Beatles' First! in 1964 and on all its other reissues worldwide in subsequent years.