I don't watch a lot of music videos, but this one stands out: "This Too Shall Pass," by OK Go, (pronounced Okgo?) who made the famous playing-while-on-treadmills video of a few years ago.
"This Too Shall Pass," is at least as good. I love the horn section that suddenly appears that was there all along.
Edit: And here's another incredible Okgo video for "This Too Shall Pass," a completely different one that must have been nerve-wracking to shoot, I'd hate to be the one who screwed up the shooting in any ruining the take:
