Made In Vain
Unfortunately, I have no production credits or other information available for this clip. The promo tape I have does not include the customary "countdown" lead-in which usually displays the production credits. If you know who directed/produced this video then please let me know. (Another "ask Lisa" question to be added to my list!)
However, the video shows the trio roaming around the streets of a rather deserted large city (presumably London) ... and eventually they are joined by lots of other people running through the city streets with them.
I have to wonder what time in the morning they had to get up to find an area with streets that deserted! :-)