In the week leading up to the debut of The Monkees television series on NBC, Micky, Davy, Mike, and Peter took part in a cross country promotional tour. Los Angeles radio station KHJ staged perhaps the most ambitious event for the group on September 11, 1966, one day before the airing of the show's inaugural episode. Contest winners rode on a train to the coastal town of Del Mar, California, which had been renamed 'Clarksville' for the day by the town's mayor. Landing on the beach in two helicopters and dressed in their signature double-breasted shirts, The Monkees met approximately 400 winners of KHJ's radio contest. After the event, the group traveled by train with the contest winners back to Los Angeles. On one of the train cars, The Monkees gave their first true live public performance. Their set included Michael's "Papa Gene's Blues" and a cover of Baker Knight's "She's So Far Out She's In," a song that was later performed during the first Monkees tour in late 1966/early 1967 (and tracked, sans vocals, during sessions for the Headquarters album).
The photo above is a screenshot from the early 2000s documentary Easy Riders, Raging Bulls: How the Sex-Drugs-and-Rock 'N Roll Generation Saved Hollywood, and it's courtesy of Steve Hoffman Music Forums user Silver Surfer.
Here are a few more screenshots from the documentary:
Video footage of the KHJ event can be seen below in the Easy Riders, Raging Bulls documentary - skip forward to 3:30: