The video premiered on June 21, 1993 on MTV. Later that year it won two MTV Video Music Awards for Best Art Direction and Best Cinematography . When Slant Magazine included the video at number 70 on their "100 Greatest Music Videos" list, they praised it as one of Madonna's most "beautiful" videos and a "simple and refreshing break from the singer's visually sex-drenched Erotica period." This was also the second consecutive video in which Madonna wore a wig (the first one being " Fever "). The video was first made commercially available when it was included on Madonna's 1999 The Video Collection 93:99 and most recently when it was included on the 2009 Celebration DVD. The video, directed by Mark Romanek , was filmed from May 16–19, 1993 at a Santa Monica Airport hangar in Santa Monica, California . Romanek and Madonna set the video to look like Ryuich...