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"Smooth Criminal" Music Video / Short Film
Date range confirmed in Rolling Stone (“In mid-February 1987, Michael took yet another break to shoot an $8 million extended video for the song ‘Smooth Criminal,’... [The shoot] took two months…”); in Bad 25, it is confirmed that the break that occurs in the middle of the music video / short film is rehearsed on May 5, 1987, so the filming was most likely completed soon after this date.
“Smooth Criminal” short film behind the scenes footage:
https://youtu.be/XZC8wt707Zo (From Japanese “Moonwalker” Promotional Laserdisc)