I think that what I love the most about this music video (as opposed to the aforementioned "Living for Love" music video) is that it is very cinematic, both artistically and in the fact that it has a narrative and tells a story. The video starts with warnings being broadcast over the television, warnings such as "This is an international emergency message; please, stand by for instructions" and "Nuclear devices have detonated in the following cities..." We then see a distraught Madonna getting up from a filthy bed and moving to her vanity, where she holds and kisses a photograph of her mother. The photograph of her mother is a wonderful, beautiful touch that might lend to the idea that the song can be interpreted in more than just one way. There is the obvious way of interpreting it, which is that two people are holding on to each other after some sort of apocalyptic event, but perhaps, Madonna also intended the song to be a message from her mother, telling her that even though she is gone, she will be her fire, her light, and her cover. There is often at least one place on her albums for her mother (such as "Promise to Try," "Mother and Father" and so forth).
Madonna then kicks the door to her residence open and shows us an industrial world in flames, through which Madonna saunters with her majestic green cape. She finds and picks up a top hat, which totally complements her outfit and looks great on her. Cars are on fire, street signs are down, and Rebel Heart promotional posters have been destroyed (of course). She then comes across a merry-go-round and a swing-set and plays on them because, well... you know... it used to be her playground. I think that her playing on the playground is symbolic of finding hope in a seemingly hopeless place, light in a seemingly dark place. We then see another character in the video played by actor Terrence Howard. He seems to be an assassin who is also trying to stay alive by staying close to fire to stay warm and so forth. Eventually, he and Madonna find each other, and after a relatively lengthy dancing sequence shared between the two of them, the ending of the music video offers more hope. The two of them rescue a lost and seemingly abandoned child (whose parents probably died) and walk off with him and a dog into a smoky and industrial horizon. The ending suggests that they will form a new family and start new lives together, where their pasts won't matter and where they can, perhaps, manage to start building a brave new world. I simply adore this music video so much. It was directed by Jonas Åkerlund, who is certainly no stranger to Madonna, as he has directed several of her music videos in the past. Bravo to all who were involved, as this is easily Madonna's best music video in years.