The 2007 Nine Inch Nails "Survivalism" video turns out to have been quite prescient about our current surveillance state. On the other hand, the freedom of the internet has allowed it to be restored to its intended NSFW vision.
David Lynch is largely known for his surreal brand of noir — Blue Velvet, Mulholland Drive, Twin Peaks — but this video for Nine Inch Nails signals a return to his earliest work, like his very experimental short films and his first feature Eraserhead. It's abstract, haunting and scarily beautiful. It's also Safe For Work, but not safe for epileptics. So be careful out there.
UPDATE: Video seems to have been taken down. Hopefully you still have your VHS copies.
Whenever any asks me for the most shocking/violent/NSFW video ever, I usually recommend Nine Inch Nails "Happiness In Slavery," since penis torture tends to be universally unconfortable.