The music video of "David Duchovny" shows many fans of the series lip-syncing and singing the lyrics to the song. Some of the filming of the music video even took place on The X-Files' set and shows some of the actors of the series and other celebrities lip-syncing the lyrics as well. These include: Chris Carter, Gillian Anderson, Mitch Pileggi, William B. Davis, Bruce Harwood, Tom Braidwood, Dean Haglund, Nicholas Lea, Michael McKean, Charles Nelson Reilly, Brad Pitt, Sarah Michelle Gellar, Jenna Elfman, Jerry O'Connell, Garry Shandling, Dennis Franz, Melissa Etheridge, Erik Estrada, Hector Elizondo, Bebe Neuwirth, David Spade, Kevin Nealon, Jane Leeves, Calista Flockhart, Perry Gelpin, Kelly Packard, Brooke Burns, Taylor Hayes, KISS, Whoopi Goldberg, Rosie O'Donnell, Pamela Anderson, Geo