In 2002, the band went on the North American tour. On May 26, they had recorded the band's second live album at the Casa Loma Ballroom in St. Louis, Missouri. In 2004, the band released "Live in St. Louis". This live album featured two new music videos, "Zenica Blues" and "Posljednja oaza (Fikreta)". They made the video for their 1980s hit "Zenica Blues" following the 20th Anniversary of the song's release. The video was shot in the Zenica prison. In 2003, Zabranjeno pušenje was awarded for their outstanding live performance on the Baščaršija Nights festival in Sarajevo. During 2004, Albin Jarić, Bruno Urlić and Dragomir Herendić left the group due to other commitments. Jarić devotes himself to family life in Kranj, Slovenia. Herendić completed his own studio in Ivanić Grad and get focused on his production career. Urlić took over band-leadership of the Macedonian folk band Ezerki & 7/8 from Zagreb. and started his studio music and production career.