On 4 June 1967, the Jimi Hendrix Experience played their last show in England, at London's Saville Theater, before heading to the States. <br /> Two Beatles, Paul and George were in attendance, along with Brian Epstein, Eric Clapton, Jack Bruce, Spencer Davis. <br /> Jimi opened the show with his own rendition of Sgt. Pepper's Lonely Hearts Club Band which he had learned in the few days leading up to the show.