The music video for "Blue Monday '88" appears on the "Substance" video collection (released as a companion to the album of the same name). The video features sketches by photographer William Wegman and his Weimaraner dog named Fay Ray doing balancing acts intercut with hand-drawn animation by Robert Breer. The band members are shown standing around doing various tasks, such as walking a wooden plank over a floor that is painted blue, holding wire-mesh constructed art and milk crates over their faces, being hit by tennis balls, and standing still while they flip through various flip books (tying into the hand-drawn animation sequences).