1) Michael Jackson & Janet Jackson â€œScreamâ€ (1995)
With a third of this most expensive music videos list including the name Jackson, it would make sense that Michael and Janet would join forces for the clip that tops them all. Costing a whopping $7 million, â€œScreamâ€ was the sibling singersâ€™ response to the media backlash Michael had received in the years leading up to the video. Taking place on a spaceship, the futuristic and aggressive clip featured Michael and Janet literally escaping the world to vent their frustrations in peace. Something like that is priceless.