Conversation so far:
Did  The band have a name or was its name The Band?
referred to simply as "the band".
Who were the members?
Robertson.
Where did they play?
on Dylan's Planet Waves album.
What is Dylan's Planet Waves album?
CANNOTANSWER.

Question: Did they have any other albums?
Self-contained rewrite: Besides Planet Waves, did The Band have any other albums?