I thought the same thing - Matthew Barney, and then maybe Chris Cunningham (who did at least one Bjork video I can think of, and she’s married to Matthew Barney, weeeee).
Lady Gaga’s Bad Romance video felt like they might have been influenced by Matthew Barney’s Cremaster Cycle films, at least in the colours and the starkness of the enviroments, as well as in some of the costuming.