One of the last songs Davy Jones recorded before his death was for a children's show called "Shushybye", that airs on Comcast Video on Demand, and BabyFirstTV. 

Davy's spokesman has released a statement that Davy died in his stables, surrounded by his horses, and that he spent his last days riding, and being with family.

You can hear the song here... (but be warned, it's so sweet, you might get a little misty.)