I have a couple:

<a href="http://www.youtube.com/watch?v=9svn_Ebzxfg">Good Shirt - Blowing Dirt</a>. This was a one-take video of the band un-smashing up a car. They recorded them smashing it, and played it in reverse so that the car gets better as the video progresses. Since it was low budget the singer learned to sing the entire song backwards so that it looks like he's singing normally in the clip.

<a href="http://www.youtube.com/watch?v=1CetPq_pkHc">Primus - Wynona's Big Brown Beaver</a>. This video clip is filled with latex cowboy costumes. I've never seen anything quite like it.