I honestly cannot say that I watch that many music videos anymore. In part, because the two channels initially created in part to broadcast them scarcely do anymore. The other reason is that, at least with many popular music acts, videos are virtually bereft of narrative and scarcely events any more as they once were. Lady Gaga’s “Telephone” is a recent exception that proves the rule.
However, I’ve been told that storytelling, with smaller more independent-minded (if not in musical styling or label) do do some interesting things with the form.
One example I stumbled upon was this video by Russian boy band Heroes which depicts scenes of the German invasion of Russia in 1941. It is animated uses some interesting techniques and is about the story not necessarily the band, though they are clearly personified in the video.