Annie Clark, aka St. Vincent, produced Sleater-Kinney's 2019 album The Center Won't Hold, and that isn't the only project she worked on with a member of the band recently. As mentioned, she and Carrie Brownstein collaborated on a concert tour film, and as Stereogum points out, it's premiering at the 2020 edition of Sundance Film Festival. It's called The Nowhere Inn, and here's the description:

The Nowhere Inn / U.S.A. (Director: Bill Benz, Screenwriters: Carrie Brownstein, Annie Clark, Producers: Jett Steiger, Lana Kim, Annie Clark, Carrie Brownstein) — When St. Vincent sets out to make a documentary about her music, the goal is to both reveal and revel in the unadorned truth behind her on-stage persona. But when she hires a close friend to direct, notions of reality, identity, and authenticity grow increasingly distorted and bizarre. Cast: Annie Clark, Carrie Brownstein. World Premiere

Portlandia director and editor Bill Benz directed the film, which was previously described as following "heightened versions" of Annie and Carrie "as they interact with assistants, bandmates, music journalists and, of course, fans."

Annie and Carrie have collaborated before The Center Won't Hold, and this sounds like another interesting project from the pair; stay tuned for more info.

Carrie Brownstein has been working on other film and TV projects, too, having helmed two episodes of HBO's limited series Mrs Fletcher (which airs its finale this Sunday).