Micky, Davy, Michael, and Peter are seen below filming musical segments for The Monkees during a break on the '67 summer tour:
The Monkees filmed several music videos in Chicago during their 1967 summer tour. These clips were ultimately used on the television show during the second season. Check out this article about the group's stay in Chicago.
Monkees Farewell Tour
Dolenz sings Nesmith