Watch FMovies. Gospel group Third Day is captured in this March 2001 concert filmed live at Hi-Fi Buys Amphitheatre in Atlanta, Ga. The worshipful singing group leads an impassioned evening of praise and song on their fastest-selling concert tour to date. In addition to a set that includes "Sky Falls Down," "Agnus Dei" and "Thief," viewers get to see candid behind-the-scenes footage and personal interviews with the members of Third Day.