This was Gondry's first video for an English artist.
A description was found here:
This brilliantly realised clip featured the band playing in front of a giant cinema screen onto which was projected an old Hollywood Western then, in the manner of The Purple Rose of Cairo, the band members and the cowboys changed places. Yet, what was more amazing than the visual effects was the song itself. How The West Was Won juxtaposed the imagery of the American West with the troubles in Northern Ireland and, even today, lyrics like, "Pass the ammunition there's something going on / Another crazy politician wants to give me a gun", have lost none of their relevance.