The band They Might Be Giants has some highly conceptual and interesting videos in their “Dial-a-song” series. Below is a playlist, be sure to look through them all:
Michel Gondry’s music videos have a lot structure:
https://www.google.com/webhp?sourceid=chrome-instant&ion=1&espv=2&ie=UTF-8#tbm=vid&q=michel+gondry+music+videos
Totally overdesigned website promo video (a DP trailer):
Fake commercial promoting a Broadway Hypnotist show
https://screen.yahoo.com/amazing-alexander-000000031.html