The music video, filmed on March 14, 1987, was set in Los Angeles and was directed by Mary Lambert, who directed a number of Madonna's 1980s videos, including those for "Borderline", "Like a Virgin" and "Like a Prayer". Benicio del Toro appeared on the video as a background character, portraying a teenager sitting on a car hood. The video first appeared on MTV on March 6, 1987 and became the most requested video in the channel history by a record-breaking 20 consecutive weeks. It starts with showing a number of Latin people dancing in a Spanish "barrio" as Madonna watches them from her window. She plays two different characters in the video: a short-haired Catholic woman and a colorful Flamenco dancer. The characters are quite opposite in their portrayal, which is emphasized by two opposing settings for the characters. Firstly, the video shows a sparsely decorated room with an altar and pictures of Hispanic people on the wall. Madonna plays a pale-looking, pious young woman wearing a white dress and her short hair brushed back. She sheds tears in her room and reluctantly ignores the invitation of the Latinos in the street to join them.