There's some kind of highly conceptual interpretive dance-ish thing going on in this video, directed by Patrick Wolf and the video's DP Rory Broadfoot but don't really worry yourself about trying to figure out what it is. Oh wait, is it that Patrick Wolf dies at the end, or that he's been dead all along? This could maybe be sorted out just by reading the lyrics, but it doesn't matter, really. The entire thing's very grand and Patrick Wolf's a performer who's never met a grand gesture he didn't like.
If you haven't seen PW's live show, uhm, you should. Definitely. Methinks it's been a few years so keep your eyes peeled for US dates.