The music video for Depeche Mode's "Wrong" is the best one I've ever seen, personally. Its narrative doesn't match the song's lyrics (which isn't a big deal, but still), however it fits the music itself very nicely and both the story it tells and how it reveals it is very engaging and interesting to me, though it is dark and violent. It's not bursting at the seams with over-the-top gore or anything, but it shows a few instances of people getting hurt in ways realistic enough to enhance the brutality, so if you're not in the place for that, don't watch it. Otherwise, give it a try, it might impress and/or shock you.
Whoa! I love DM, hadn't heard that song or seen that video before. Creepy and cool! Thanks for sharing