In the early to mid 90s, I saw a music video on (United States) MTV or VH1 (back when they still showed music videos) with an intriguing narrative. I only saw it once, but it left a lasting impression. The music wasn't as memorable to me--the contemporary pop/rock of the times.
The storyline is about a man who wakes up after an unexplained Rapture event. He is seemingly the only person left in the world. In the kitchen, the stove is on, and food is burning. On the highway, cars are empty and abandoned. He raids a store, and then, in a fit of conscience, goes back and leaves money on the counter. In the last scene, he's high on a building, contemplating jumping off, when he sees a girl, somewhere far below, dart out of the shadows and then disappear again.
It was pretty high production values, so I'm assuming it was a band with some resources behind it.