The episode "Too Many Girls (Fern and Davy)" opens with a live version of "(I'm Not Your) Steppin' Stone" being performed as the scene was shot. One entire episode was filmed featuring live music. The last show of the premiere season, "Monkees on Tour", was shot in a documentary style by filming a concert in Phoenix, Arizona, on January 21, 1967.[24] Bob Rafelson wrote and directed the episode.