Because of rain during the last 2 Utrecht show Prince decided to cancel his London Wembley Stadium shows. To replace these show they tried to book London's Earl's Court. At first they couldn't because only 11 concerts per year are allowed there, a quota that was already used. Special arrangements were made to let Prince's 4 shows take place. Because of this the shows in Italy (02-07 Rome and 05-07 Turin) were cancelled. Later came the message that it couldn't be arranged, so the Earl's Court shows were also cancelled. To replace these the 3 shows in Rotterdam and the final one in Antwerp were booked. Subsequently the 2 planned final shows in Birmingham were also cancelled.

On the last moment Prince decided he wanted the final shows filmed. A film crew arrived from England to shoot the last 2 Rotterdam shows and the final Antwerp show. He released this as a concert movie instead of touring the US.