Grand Funk Railroad “I’m Your Captain” Shea Stadium (1971) TOPICS:Grand Funk RailroadI'm Your Captain Photo credit YouTube user T.J. Ash The footage for this video was shot at Shea Stadium (New York City) on July 9th, 1971. Grand Funk Railroad holds the record for most tickets sold for a concert at Shea Stadium. Enjoy Grand Funk Railroads performance of “I’m Your Captain”.