A music video compilation was also released by A&M Records alongside the album. It contained (in order) music videos for "Stay" and "Just Another Day" from Dead Man's Party, "Gratitude" from So-Lo, "Little Girls" from Only a Lad, "Nothing Bad Ever Happens" from Good for Your Soul, and "Private Life" from Nothing to Fear.
| Actor | Role |
|---|---|
 Danny ElfmanHimself, Waiter | Himself, Waiter |
 Steve BartekHimself, Man Carried Away In Bathtub | Himself, Man Carried Away In Bathtub |
 Johnny Vatos HernandezHimself, Prison Guard, Man In Window | Himself, Prison Guard, Man In Window |
| KKerry HatchHimself, Clown | Himself, Clown |
 John AvilaHimself, Prison Guard | Himself, Prison Guard |
 Dale TurnerHimself, Head Served On A Plate, Man Playing Poker | Himself, Head Served On A Plate, Man Playing Poker |
 Sam 'Sluggo' PhippsHimself, Head Served On A Plate | Himself, Head Served On A Plate |
 Leon SchneidermanHimself, Head Served On A Plate | Himself, Head Served On A Plate |
 Richard ElfmanHimself, Man Playing Poker | Himself, Man Playing Poker |
| MMilton ElfmanOld Man In Prison | Old Man In Prison |
 Richard GibbsHimself | Himself |