There are two [[Nine Inch Nails music videos|music videos]] for "Gave Up": a performance video directed by Jon Reiss ("[[Happiness In Slavery (song)|Happiness In Slavery]]"), and the finale to the ''[[Broken Movie]],'' directed by [[Peter Christopherson]].
The video directed by Reiss, as stated earlier, is a performance video. It features the band (Reznor, [[Richard Patrick]], [[Chris Vrenna]] and temporary member Brian Liesegang) along with [[Marilyn Manson (musician)|Marilyn Manson]] performing the song in a studio at the notorious Tate Mansion[[Le Pig]]. Noticeable in the video is a window on a computer monitor that reads "Fuck you steve." This is another jab at [[TVT Records]] owner Steve Gottlieb, with whom Reznor was feuding at the time over his contract and creative control. This video clip can be found in ''[[Closure]]''. The audio from this video is from the actual video shoot and is not the same as on ''Broken''.
The video directed by Christopherson is the finale to the ''Broken Movie.'' The victim is strung up to the ceiling where he is burned, mutilated, and beaten. He is then taken down and tied to a board, where the killer takes a chainsaw to the victim's appendages. The killer unmasks himself, revealing his identity in the victim's final moments. After having his way with the dying victim, the killer cuts out the victim's heart and eats it. All the while, Reznor can be seen on the television singing the song. Intercut with the violence is footage of various body parts in freezers and the fridge, a police officer (played by either Richard or Robert Patrick) coming into the crime scene, and a crowd of rubbernecking bystanders.