Here Madonna again (the theme started here) not only gets cinematic with many of the visuals emulating the halcyon days of Hollywood both on film and in promotionals stills but there are also references to many of the biggest stars of yesteryear in the lyrics.
More specifically with regards to the photos here’s what the Wikipedia article says about the images. To check the sources visit the actual page:
Filmed in black-and-white, the video recalls the look of films and photography from The Golden Age of Hollywood with the use of artwork by the Art Deco artist Tamara de Lempicka and an Art Deco set design. Many of the scenes are recreations of photographs taken by noted photographer Horst P. Horst, including his famous “Mainbocher Corset”, “Lisa with Turban” (1940), and “Carmen Face Massage” (1946). Horst was reportedly “displeased” with Madonna’s video because he never gave his permission for his photographs to be used and received no acknowledgement from Madonna. Some of the close-up poses recreate noted portraits of such stars as Marilyn Monroe, Veronica Lake, Greta Garbo, Marlene Dietrich, Katharine Hepburn, and Jean Harlow. (Additionally, several stars of this era were name-checked in the song’s lyrics.) Several famous Hollywood portrait photographers whose style and works are referenced include George Hurrell, Eugene Robert Richee, Don English, Whitey Schafer, Ernest Bachrach, Scotty Welbourne, Laszlo Willinger, and Clarence Sinclair Bull.