January 7–10, 1998 The Video "Frozen" Directed by Chris Cunningham was filmed at Cuddeback Lake within the Mojave Desert in California

 Madonna thought that there are a lot of magical, mystical powers in the desert and that it is a magical place to be. It was inspired by the film The English Patient and Martha Graham's work. The music video premiered on February 16, 1998 on MTV at 4 p.m.The black goth gown outfit Madonna wears on the video was designed by Olivier Theyskens, and provided by then-new collaborator, designer Arianne Phillips. In an interview with MTV News, Cunningham stated about his work with Madonna, saying that he thought Madonna became interested to work with him after seeing his Aphex Twin-directed music video, "Come to Daddy" (1997). Madonna stated that she and her team thought of filming the video in Iceland, as the idea to the video was to go someplace cold and where there is snow, but declined the idea. She thought:

'You know what, I'm going to be freezing. I'm going to be miserable, I'll be complaining all day, I'll be sorry that I ever chose a cold place. So I said, 'Let's do it in the desert, it'll be warm,' and it would be sort of the opposite, because even though you think of deserts as being hot, they're still sort of frozen in terms of there's no vegetation and they're very desolate. I thought that that would still work as a visual, but then we got there and it was like 20 degrees below zero, it was bitterly cold, and I was barefoot. I was barefoot for the entire video, and then it started pouring rain and everyone got really sick, and it just actually turned out to be a really miserable experience.

The video introduces a sober, contemplative side of Madonna, revealing a mature mysticism. It begins with the camera skimming along a cracked, desiccated desert floor, and within seconds Madonna appears, sprawled on the ground wearing a black dress. Her hands are covered with mehndi and an enigmatic symbol on one palm.In the video she slowly gestures and sways her arms toward the sky in the video, desperately pleading to her cold lover cited in the song.At one point Madonna falls, and as she hits the ground, she transforms into a flock of large, darkbirds.Later, she transforms into a black dog. Three Madonnas also appear walking and crawling amid the desert throughout the video.As the song progresses, the sky darkens, and Madonna levitates from the ground. Her form then changes to a shiny black liquid, which runs along the desert floor and appears to be absorbed by the tattooed hands of another Madonna, who is curled up on the crenellated ground. The video ends with a desperate and melancholy Madonna.

Jim Glauner from MTV News commented that from the first scene from the video, the viewer discovers that this is not "Holiday" (1983). Matthias Groß of Madonna On the Couch: A psychoanalytic view on Madonna's music videos, argumented that it is interesting to look at the video as a dream, and noted that in the video, Madonna was presented as a witch or an uncanny creature, by the technique of the central perspective. He concluded that the viewers find themselves in control of their view, of the situation in general, and are conveyed the impression to follow a realistic depiction of a mere melancholic woman in the desert, according to him.Henry Keazor and Thorsten Wübbena of Rewind, Play, Fast Forward: The Past, Present and Future of the Music Video said that the large panels of cloth that gather and wind around Madonna gain an even more obvious independent movement quality. Billboard considered it Madonna's third best video noting that it "conveys the song's bleak heartbreak perfectly" with Madonna's persona in the video.

source: https://en.wikipedia.org/wiki/Frozen_(Madonna_song)