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Gimme Sympathy was filmed in one take at The Sound Academy in Toronto, Ontario. It starts off with Haines getting ready backstage. The camera then follows her as she makes her way to the microphone. The three other band members are playing their instruments and as the video progresses, they all change outfits and instruments off screen and by the end they are all back to their starting positions. The video concludes with several children running into the room dressed as butterflies and pretending to float out of it again, and fades to white.