Having created one of the first independent production companies in England with Spitting Image Productions, Blair set up his own company, Jon Blair Films, in 1987. The company's first production was a feature documentary co-produced with BBC1 which Jon produced, directed and wrote, "Do You Mean There Are Still Real Cowboys?". It tells the story of a year in the life of the small cow town in Wyoming where the actress Glenn Close's parents now live. The feature-length version was narrated by Robert Redford.