The Spy Who Came in From the Cool - S1-E5
Revealing mistake: When the female spy is taking the film off Mike who is out cold on the floor, the dancers can be seen working on the dance steps in the background. After all of the dancers have knocked themselves out they can be seen moving and laughing.
Answer: The Monkees TV series was very much a fantasy (this was the "groovy" psychedelic 60s, after all). Impossible things, such as items appearing out of nowhere, happened on their show without explanation all the time.
Jean G