I like Radiohead's video for 'Just'.
A man is shown lying down on his back on a sidewalk. It's a busy street, and one by one people are asking him if he's okay and asking why he's lying down. You can't hear them, just read the subtitles. He says he can't tell them why he's lying down. After a while a crowd gathers around him - all wondering why he's lying down like that. He finally tells them... but it's just then that the subtitles stop so you can't hear his answer. The final scene is the camera panning out from above, and the entire crowd is now lying down with him.