Peter Tork could not, in fact, play the harp. His performance was faked, with Tork imitating Harpo Marx's performing style. (In the DVD commentary for the series, Tork estimated that with "a couple hours" to practice, he probably could have played some simple tunes on camera.)
Filmed in late April 1967, the episode was the fifth episode of the second season produced, but was held back from broadcast. Two reasons were cited - the first revolved around the song "Salesman" used in the episode's first act to depict The Monkees being subjugated by The Devil. "Salesman" contained a drug reference in the third verse that NBC supposedly objected to. But according to Peter Tork, the real reason the episode was held back was because of the gag where Davy Jones, Micky Dolenz and Michael Nesmith say "hell" and the word is bleeped out; Peter has said that this gag was a direct attack on NBC's Standards & Practices division.
Although filmed before A Coffin Too Frequent (1967), this was the last Monkees episode aired to show Michael Nesmith wearing his iconic green wool hat.
While Roy Bean is often called a "hanging judge", he only sentenced two men to hang in his whole career, and one of those escaped from prison before the sentence could be carried out.
The court room scene features several nefarious characters: 1. Judge Roy Bean 2. Billy the Kid (real name Henry McCarty, usually called William Bonney) 3. Blackbeard the Pirate (real name usually given as Edward Teach, though that may have been another alias) 4. Attila the Hun 5. A jury consisting of inmates from Devil's Island (an actual penal colony off French Guiana operated from 1852-1953) 6. And, of course, Mr. Zero/the Devil.