Band is a collective noun, and so is The Black Keys. In British English you can use either is or are (also, was or were), depending on how you view the noun. Plural verbs are more common overall.
If a collective noun is seen as a whole, sole, impersonal unit, then singular verbs are more common:
If your band isn't this week's priority, you are probably going to be forgotten.
The band is made up of two men.
(From British National Corpus)
If it is seen as a collection of people doing personal things, then plural verbs are more common:
Meanwhile, the band are currently working on a third album to follow '91's ‘The Beast Inside’.
Meanwhile, the band are currently writing songs for a new studio LP which will feature a host of guest vocalists — many of whom have been affiliated with The Pogues during their nine-year history.
‘This was about the time The Beatles were just starting and they were considered to have long hair, [...]
The Rolling Stones are fined £5 each for urinating in a garage forecourt after a concert in Romford, Essex.
(From British National Corpus)
Liverpool are winning.
(From Collins COBUILD English Usage)
This affects the use of relative pronouns, too. When you see a collective noun as an impersonal unit, which is preferred, whereas if you see it as a collection of people, who is preferred.
The committee, who are hoping to announce important changes, ...
The committee, which is elected at the annual meeting, ...
(from Practical English Usage, entry 526)
In American English the verb for the noun is usually singular in all cases except family (if you don't quantify it with members of, people in etc). However, plural pronouns with plural verbs can be used, so it is possible to find that one uses the band is and then refers back to the band as they (rather than it).
"What's your name? " I ask her, as the other mothers pull their kids away, too, because a Jesus band is singing on the main stage and there's soon to be a raffle for a homemade quilt and a free rototilling.
"My family are probably the oldest Shia family in Lebanon," she explains
(From COCA)
Source: Collins COBUILD English Usage and Practical English Usage