The end of the song features a snippet of music from a Korean pop radio station picked up through one of guitarist Tom Morello's pedals.

[2] The music video for the song, which was directed by Michael Moore with cinematography by Welles Hackett, features the band playing in front of the New York Stock Exchange, intercut with scenes from a satire of the popular television game show Who Wants to Be a Millionaire?, named Who Wants To Be Filthy F#&%ing Rich.

Quoted at the end of the song is Republican politician Gary Bauer stating that, "a band called 'The Machine Rages On'—'Rage Against the Machine'—that band is anti-family and it's pro-terrorist", following an incident outside of fellow Republican Alan Keyes' 2000 primary campaign town hall event, where Keyes jumped into a mosh pit formed while Rage Against the Machine was playing.

[3] The video starts by saying that on January 24, 2000, the NYSE announced record profits and layoffs, and on the next day New York mayor Rudy Giuliani decreed that Rage Against the Machine "shall not play on Wall Street".

[5] "Michael basically gave us one directorial instruction, 'No matter what happens, don't stop playing'," Tom Morello recalled.