Yeah, Chris Cunningham is pretty great. Exo posted several of his videos earlier in this thread but it looks like the links no longer work.

I remember watching this vid as a kid and loving how weird it was, it reminds me a bit of Peter gabriel's sledge hammer vid too which i also liked as a kid..

It also reminds me of this vid which used to freak me out a little. (those puppets looked weird)

Well Depeche Mode's video clip of the song Wrong is kinda weird until the last seconds when you realise its a masterpiece