However, the United States remained resistant to his latest album, and sales began to drop; it was at this point that Prince decided to film a live concert promoting the new material, for eventual North American theatrical distribution.

The film features the band that accompanied Prince on the 1987 Sign o' the Times Tour: dancer Cat Glover, keyboardist Boni Boyer, bassist Levi Seacer Jr., guitarist Miko Weaver, drummer Sheila E., keyboardist Doctor Fink, and the horn section of Eric Leeds and Atlanta Bliss; Wally Safford and Greg Brooks (of The Bodyguards from the Revolution era) reprised their roles as dancers, vocalists and comic foils.

The documentary sees the group perform live onstage; although "U Got the Look", featuring Sheena Easton, is represented by its promotional music video.

Most of the songs are linked by a themed narrative and many film critics were quick to praise Prince as being a better actor live than in the previous year's unsuccessful romantic comedy Under the Cherry Moon.

[6] Alliance Atlantis issued the film on Region 1 DVD in early 2005, although the cut songs still failed to appear with the rest of the footage.