You knew it was coming. I knew it was coming. So here it is. The Yardbirds started recording The Train Kept A-Rollin' on September 12, 1965 at Sun Studios with Sam Phillips at the controls. A few days later, on September 22, a more sober Keith Relf re-recorded his vocals in New York. In the US it was released on the Havin' A Rave-Up LP.