The Monkees, Royal Concert Hall, Nottingham

They may be apocryphal, but the tales about how the individual Monkees were auditioned for the TV series illuminates their later evolution into the strangest of manufactured pop groups.

Each hopeful, folklore has it, was sent into a room with four judges at one end, a pile of Coca-Cola cans in the middle, and asked to improvise to impress. One future Monkee painstakingly built a wall of Coke in front of the door, and said: "You have to give me the job. No one else can get in." Another picked up a single can, slammed it down on the judges' table, and said: "Checkmate."

If you hire people on the basis of their spontaneity, then ask them to behave like automata, it will only be a matter of time before, like Skynet in the Terminator movies, the entity you've created becomes self-aware. That's one reason why this band's 45th anniversary tour is such a jumbled bag, and why so much of it baffles the people who only came to hear "Last Train to Clarksville", "Pleasant Valley Sunday" and the two "Believer" songs.

Much of the show, of course, is an affectionate tribute to the band's younger selves, with scenes from the sitcom rolling overhead. It feels a little like watching a particularly hi-tech DVD extra: press a button, and the players will leap out of the screen and appear in 3D, but four decades older and with slightly ropey voices.

Well, three of them, in any case. There's Davy Jones, The Monkees' Mark Owen – a diminutive Mancunian pretty boywho fell in love with a different girl every episode. There's the permanently clowning Micky Dolenz, with his letterbox grin and his over-practised anecdotes ("The Beatles threw us a party ... I'm told I had a wonderful time"). And there's the befuddled beanpole Peter Tork, the proper musician (tonight he plays bass, guitar, piano, French horn and banjo). Mike Nesmith, the first Monkee to break ranks, go solo and get "serious" (penning the sublime "Different Drum" along the way), hasn't deigned to join this tour.

In the early days, the Monkees' high-budget, studio-moulded situation meant they were able to call upon the finest songwriters of the day: Harry Nilsson, the two Neils (Sedaka and Diamond), Goffin & King, Boyce & Hart, Mann & Weil, and "Marks & Spencer and Fortnum & Mason", as Tork quips in an unfunny running joke. But it also meant that when they ventured into less commercial territory (from psychedelic C&W to Indian-inspired trance-rock), they could call upon LA's hippest young musicians (Ry Cooder, Neil Young and Stephen Stills all played on Monkees records).

A couple of tracks tonight scrape the surface of The Monkees' secret history. "(I'm Not Your) Steppin' Stone", as covered by the Sex Pistols, is a genuine garage rock classic. And "Randy Scouse Git" must be one of the strangest smash hits of the Sixties, with its thunderous drum rolls and faux-Satchmo scat routine from Dolenz.

It's after the interval that the strangeness really kicks in, with an extended sequence from Head, the Bob Rafelson/Jack Nicholson movie which is generally held to have killed The Monkees' career stone dead, but has since become recognised as a cult classic. A psychedelic satire of surveillance, state control, consumerism and capitalism, it begins with Micky Dolenz leaping off a bridge in an apparent suicide dive. The montage we're shown tonight includes the witheringly sarcastic lyric "Hey hey, we are The Monkees, you know we love to please/A manufactured image with no philosophies", a waitress mocking them with the words "Well, if it isn't God's gift to the eight-year-olds", as well as no end of acid-fried, retina-bending "solarisation" effects and, I swear, a scene in which Davy Jones attempts to sell a cow to Frank Zappa.

Almost apologetically, they run through the reassuring hits to happy-clappy acclaim. As Jones, Dolenz and Tork lap up the applause, most of the hall is relieved they finally played "Daydream Believer". Me, I'm thinking I need to buy Head immediately. Either way, everyone's happy. And yes, they do walk the walk. As, in many senses, they always did.

Next Week:

Simon Price sees Robbie's Return as Take That play Sunderland, and he hunts down Fleet Foxes

Rock & Pop Choice

Chris Cunningham, legendary director of transgressive music videos such as Aphex Twin's "Come to Daddy", brings his live show to London's Roundhouse (Wed). Meanwhile, C W Stoneking, above, Australia's, banjo-toting, dickie-bowed purveyor of vintage Delta blues and Dixieland jazz, plays The Bell in Bath (Thu) and London's Union Chapel (Fri).