The series was initially recorded in at the Johnson Theater at the Tennessee Performing Arts Center in Nashville, with WPLN-FM as the presenting station, but moved to Cincinnati, Ohio.
Early in their career in the late 1970s, Riders In The Sky (then consisting of Ranger Doug, Too Slim, Tumbleweed Tommy Goldsmith, and Woody Paul) would regularly perform live at The Wind And The Willows club in Nashville on Tuesday nights.
Deciding to make the performances more interactive and parody and pay homage to 1930's era Western singing cowboy serials, Tommy Goldsmith wrote a story called The Cowboy Who Hated Christmas to be performed live in front of the audience at The Wind And The Willows.
In later episodes, guest stars (The Nashville Jugband being the first) would perform where the second song was and then later in the middle of the "Ongoing Saga of The Cowboy Way" chapter.
Also some later episodes would run out of time, completely omitting the closing performance of "So Long, Saddle Pals".