The video begins with shots of several skyscrapers in New York, which are followed by scenes of the band performing in a warehouse that has been converted into a stage (similar to Vino's bar which is where the band used to regularly perform before they became popular). The crowd at the concert is seen singing along with the band. The video continually cuts the singer walking through Brooklyn in a dark dress and makeup. She walks through a train station, streets and the Brooklyn Bridge. During the bridge of the song, Lee runs through the Brooklyn Bridge and jumps on the other side, landing on her feet. At the end of the video, the band meet up and walk to the beach where they walk into the sea. The final shot shows the band walking in the sea as the video fades out. A twenty-two second teaser of the video was released on September 9, 2011. The video for the song officially premiered online on September 13, 2011 and it was made available for digital download on the iTunes Store the same day. James Montgomery from MTV News, said that the video was a departure for the band "eschewing the dark fantasy worlds they've created in previous videos in favor of good old-fashioned realism: the blood, sweat and tears that not only took them to the top, but have fueled their current comeback, too." Later, he added that the video "recalls the halcyon days of big-ticket rock videos" and some "claustrophobic, cathartic performance footage." "Entertainment Weekly"s Grady Smith, called the video "heavy goth-rock head-banger" and added that the shots of Lee falling from the bridge were similar to the music video for "Bring Me to Life" (2003). Melinda Newman of the website HitFix compared the video with the movies "The Crow" (1994) and "Run Lola Run" (1998). She further praised the lighting, the photographs and the mood which according to her, were "perfection, especially the city scapes at night and the intense looks on the fans faces, as they are enraptured by Lee. It's a big budget shoot, the kind we don't see that much of anymore." Jason Lipshutz of the magazine "Billboard" praised the video with its "crystal-clear" shots of the concert and the "hazy" shots of Lee running through New York. Nicole James of MTV Buzzyworthy simply said "rock videos + themes = the only kind of math I like" referring to the music video for "What You Want".