Three examples from recent years of music videos that put together beautiful systems of building visual narratives.
"Heaven can wait" By Charlotte Gainsbourg and Beck, directed by Keith Schofield
Charlotte Gainsbourg - Heaven Can Wait from Charlotte Gainsbourg on Vimeo.
"Bombay" by El Guincho, directed by Nicolás Méndez
EL GUINCHO | Bombay from MGdM | Marc Gómez del Moral on Vimeo.
"Heathen Child" by Grinderman, directed by John Hillcoat. This one is slightly different than the other two, as the images in it correspond to the lyrics, but I think it's merely inspiration and the logic of the video is still strictly visual.
Grinderman 'Heathen Child' - Director: John Hillcoat from Tom Lindsay on Vimeo.