Mars left the band in November 1990 ( his last appearance as a Replacement being in the " Merry Go Round " video ) and Steve Foley filled in on drums for the six-month '' All Shook Down '' Tour of 1991 . The band were nominated for the Best Alternative Video and Best Special Effects categories at the 1991 MTV Video Music Awards for the claymation/live action music video for " When It Began " . The band played its last show on Independence Day , July 4 , 1991 at Chicago 's Grant Park . They also received a nomination for a Grammy Award for Best Alternative Music Album
1991 MTV Video Music Awards
1991 MTV Video Music Awards
All Shook Down