In no real order:
Nine Inch nails: Closer
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Directed by Mark Romenek, it basically takes place in a bizzare place where the 'concepts' of the song are played out in unusual fashions. The Music video was released with some controversy upon its release in 1994, being banned from normal air-play on MTV, hence a censored edition appeared, it caught on mainly due to the catchy chorus..
I'll have to leave the link at YT don't like embedding this one. It's a top quality music video a mix of preformance and concept, the fast beat provides the back drop for relentless action- I'm unable to find a director for this. It is a totally brutal video and in black and white- really low quality, giving it that urban underground feel to match the song.
I'll update as I go along, these are two off the top of my head without thinking too hard.