A Drug Against War was a fantastic video.
I've already posted one of my favorites in the Music You've Been Digging thread (Necropolis), but here's another one:
Nina Hagen - Hermann Hiess Er...just because of the fact that I found it so damn creepy when I was a kid, right at about the 2:30 mark. Think it was on Beavis and Butthead, too.
This one is awesome. Thought it was a pretty funny idea, and you gotta love that it cost nothing to make:
MESHUGGAH - New Millenium Cyanide Christ