The music video was filmed in Los Angeles, California and the helicopter scene in the video was filmed at the Neverland Ranch.

It begins with Jackson in what seems to be a hotel, singing about his girlfriend portrayed by English model Yasmin Le Bon. He is distressed because he found a silver card with the name "Alex" on it. It implies that his girlfriend is cheating on him with someone else. As the story in the video unfolds, the girl takes on different identities (i.e. Eve, Diana, etc.) for her job as a high class call girl. "Alex" (which is also a girl's name) just happens to be one of them. The video alternates scenes from where Jackson is singing about his pain, to where the girl is being changed into her different identities and taking care of her jobs (mostly meeting with other men and even some women, and sleeping with them). Towards the end of the video, Jackson has packed up his bags to leave town, because of his distress. A helicopter comes to pick him up from his house. The girl comes to Jackson's house and she asks his assistant (who knows the situation and aided Jackson in his departure) to let her in. It is likely she quit the job for him and wants to stay. The assistant shakes his head, implying that he left. When she asks why, he drops a flutter of silver nameplates (including the one that said "Alex") from a slot in the door. After that scene, Jackson is seen sleeping and smoke floats out the side of the screen. Having lost her love and without any alternative, the girl turns to her profession as a call girl again. Her employer slaps her in the face and the video ends as the girl is seen being prepared for a new identity.

This version did not initially air in the USA but was included on the video albums: Dangerous: The Short Films and Michael Jackson's Vision. (Text from Wikipedia)

Another version of the video aired first in the USA.