The video for the song won "Best Group Video" at the MTV Video Music Awards in 1987. Taken from the film True Stories, with some additional content, it includes band member Jerry Harrison parodying Prince. "My favorite T. Heads video, the most fun to make," Harrison recalled in the liner notes of Once in a Lifetime: The Best of Talking Heads. "I always wondered what Prince thought of it." Two of the other members of Talking Heads, Chris Frantz and Tina Weymouth, also appear in various costumes.

The video is set in a 1960s ambienced cabaret bar, where a frantic series of unannounced performers lip sync to the song, imitating such singers as Madonna and Billy Idol as disjointed images play across a wall of video screens behind them. Byrne wrote about this scene:

The song itself becomes a vehicle that can say anything they want it to. Some gestures and movements are obviously derived from well-known sources: television shows ... movies ... and, most recently, rock videos. Odd to think that some lip-synchers are imitating characters in videos, who are really musicians imitating other characters.

Actor John Goodman, prior to his fame in the sitcom Roseanne, appeared in both the film and MTV versions of the video. Goodman was also featured on the B-side's "People Like Us", a song which also appeared in the film. Meat Loaf also appears in the video.

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