"Next is Nine Inch Nails... NO, NOT THAT ONE!"
I'm going to guess it's Closer or, even worse, Happiness in Slavery (that MV was very controversial at the time it came out because... well it had full frontal nudity). The Director's Cut of Closer also has full frontal nudity, but this is not the MV you would've seen on MTV or what have you. Strangely enough, the Director's Cut version is more easy to find than the original censored version.
I forget which music video it was by NIN, but one of them had the final shot where they tied the camera to a balloon and it got away from them and they couldn't recover it. Some farmer or something discovered it days/weeks later and looked at the film and was so freaked out by it he called the cops or something thinking human sacrifices were going on.
Trent Reznor is a gift to music.