A music video compilation was also released by A&M Records alongside the album. It contained (in order) music videos for "Stay" and "Just Another Day" from Dead Man's Party, "Gratitude" from So-Lo, "Little Girls" from Only a Lad, "Nothing Bad Ever Happens" from Good for Your Soul, and "Private Life" from Nothing to Fear.
| Directing | Richard Elfman | Director |
| Directing | David Hogan | Director |
| Directing | Stephen R. Johnson | Director |
| Directing | Graeme Whifler | Director |