0 5 , 0 0 0 ▁copies ▁there ▁and ▁is ▁her ▁ 1 1 th ▁biggest ▁s elling ▁single ▁in ▁the ▁UK . ▁Re leased ▁as ▁a ▁double ▁A - side ▁to ▁" Ke ep ▁It ▁T ogether ", ▁" V og ue " ▁also ▁to pped ▁the ▁Australian ▁A RI A ▁singles ▁chart ▁for ▁five ▁weeks . ▁ ▁Music ▁video ▁ ▁Background ▁ ▁The ▁video ▁was ▁directed ▁by ▁David ▁Fin cher ▁and ▁shot ▁at ▁The ▁Bur bank ▁Studios ▁in ▁Bur bank , ▁California ▁on ▁February ▁ 1 0 – 1 1 , ▁ 1 9 9 0 . ▁The ▁video ▁was ▁brought ▁together ▁after ▁a ▁large ▁casting ▁call ▁in ▁Los ▁Angeles ▁where ▁hundreds ▁of ▁different ▁sorts ▁of ▁d anc ers ▁appeared . ▁ ▁Fil med ▁in ▁black - and - white , ▁the ▁video ▁rec alls ▁the ▁look ▁of ▁films ▁and ▁phot ography ▁from ▁The ▁Golden ▁Age ▁of ▁Hollywood ▁with ▁the ▁use ▁of ▁art work ▁by ▁the ▁Art ▁Dec o ▁artist ▁Tam ara ▁de ▁L emp ick a ▁and ▁an ▁Art ▁Dec o ▁set ▁design . ▁ ▁Many ▁of ▁the ▁scenes ▁are ▁recre ations ▁of ▁photograph s ▁taken ▁by ▁noted ▁photograph er ▁Hor st ▁P . ▁Hor st , ▁including ▁his ▁famous ▁Main bo cher ▁Cor set , ▁Lisa ▁with ▁Tur ban ▁( 1 9 4 0 ), ▁and ▁Car men ▁Face ▁Mass age ▁( 1 9 4 6 ). ▁Hor st ▁was ▁reported ly ▁" dis ple ased " ▁with ▁Madonna ' s ▁video ▁because ▁he ▁never ▁gave ▁his ▁permission ▁for