The music video looks like the song sounds: Like any idiot with a nice laptop and editing skills could have thrown it together. I was offended by this blatant laziness until I realized, "Well, clearly they didn't care that much about this project. I shouldn't either."
I feel like Trent Reznor and David Lynch are a lot like Forest Whittaker and Isaach de Bankole from Ghost Dog. They don't really understand each other, but they understand how similar they are, and are great friends because of it.