The music video of the song was Madonna's attempt to embrace and accept her mother's death. Directed by David Fincher and shot in black-and-white, it shows a little girl playing in the snow, as her mother dies. A grown-up Madonna follows the child and sings the song, as the child runs away from her abusive father. Described by reviewers as "autobiographical", the video was listed by Rolling Stone as one of "The 100 Top Music Videos".