While he was playing "Funny Girl", Knepper became a member of the Thad Jones/Mel Lewis Orchestra, a big band formed by trumpeter Thad Jones and drummer Mel Lewis around 1965, which began the 40-year tradition of Monday night jazz shows at the Village Vanguard in NYC's Greenwich Village. The band performed for twelve years in its original incarnation, but since the death of Lewis in 1990 it has been known as the Vanguard Jazz Orchestra. They have maintained a Monday-night residency at the Village Vanguard for four decades. Knepper again toured the USSR, this time with TJML, as well as Japan and Europe with them, and appeared with them at the Montreux Jazz Festival in 1974.