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.
Coco Dupree is a New York performance artist who makes a living dancing topless in a bar. There she meets a mob boss who calls himself God, a thug named Richie, and a kept woman named Desiree.
In 1896 the Berlin noble doctor Dr. Wilhelm Holtfreter takes over his well-to-do wife Mathilde and takes over the country doctor's office in the Prussian district of Westprignitz from the late Dr.
An alien impregnates an Earth woman so she can deliver an alien "messiah" that will rule the world. A newspaper reporter finds out what's going on and sets out to stop it.