The music video was directed by Jean-Baptiste Mondino, who worked with Madonna in her videos for "Open Your Heart", "Justify My Love" and "Human Nature", and shot on March 4, 1996, at the Confitería del Molino in Buenos Aires, Argentina, during her day off from filming "Evita". Maria Gallagher was the producer, with Jean-Yves Escoffier serving as director of photography. It was a Bandits Production. In her "Evita" diaries, published by "Vanity Fair" magazine in 1996, Madonna made reference to the video shoot. In her writings, she specifically mentioned forgetting the lyrics of the song, suggesting she was having an identity crisis of sorts, trying to juggle her own identity with that of her role of Eva Perón in "Evita". Madonna was also in the early stages of her pregnancy with daughter Lourdes while making the video. Hence, she felt great stress while shooting it, which led her to forget the lyrics.