 Jim Glauner from MTV News commented that from the first scene from the video , the viewer discovers that this is not " Holiday " ( 1983 ) . Matthias Groß of Madonna On the Couch : A psychoanalytic view on Madonna 's music videos , argumented that it is interesting to look at the video as a dream , and noted that in the video , Madonna was presented as a witch or an uncanny creature , by the technique of the central perspective . He concluded that the viewers find themselves in control of their view , of the situation in general , and are conveyed the impression to follow a realistic depiction of a mere melancholic woman in the desert , according to him . Henry Keazor and Thorsten Wübbena of Rewind , Play , Fast Forward : The Past , Present and Future of the Music Video said that the large panels of cloth that gather and wind around Madonna gain an even more obvious independent movement quality . Billboard considered it Madonna 's third best video noting that it " conveys the song 's bleak heartbreak perfectly " with Madonna 's persona in the video . 
