One segment, in particular, is dedicated to Reznor's penchant at the time for violently destroying keyboards and other tour equipment each show, which was directed by Jonathan Rach.

The music videos on the second cassette are interspersed with snippets from educational films, as well as exclusive footage shot by Peter Christopherson which is reminiscent of the video for "Closer"; these segments include remixed music from the band's back catalogue, most prominently featuring "A Warm Place" and "The Art of Self Destruction, Final".

In August 2004, Trent Reznor announced a DVD version of Closure, long requested and anticipated by fans, which was to be released in late 2004.

The deluxe two-disc DVD set, though finished and ready for authoring and release, has been indefinitely postponed by Interscope Records.

In 2006, Disc 1 of a so-called "prototype" edition of the DVD set appeared on the BitTorrent site The Pirate Bay, including the aforementioned bonus content and a still image gallery.