The video featured Madonna as Louise Oriole, a high-powered Manhattan female executive who is is an alcoholic and has a penchant for one-night stands. She behaves this way in order to try to deal with her depression and sadness over a relationship with someone she loves deeply, but ultimately has no future. Through her days, Louise gets distracted by cigarettes, cocktails, and random hook-ups, as lamented in the song's lyrics. Christopher Walken plays her guardian angel, who watches over her activities and delivers Louise with a "kiss of death" (constituting another instance of Walken performing the character of Angel of Death) before her final encounter with a man who strangles her with her pantyhose.

Negative reception of the video criticises the topic of misogynistic murder of women as too extreme for a pop video that is about a doomed relationship, highlighting America's obsession with serial killers and violence.
One of Madonna's best narrative videos, it was directed by David Fincher and filmed in New York City between January 12 & 18, 1993. Madonna's look in the video is reminiscent of her character in the film Body of Evidence, which she had just been released.

Madonna Louise Ciccone (*1958), die ewige Verwandlungskünstlerin:
Das Video zeigt Madonna als platinblonde, aufgeppte Business-Lady, jede Menge Zigaretten und Koks rauchend und völlig ausgeflippt, weil im Grunde total unglücklich (im Chor des Songs heißt es: "smoked too many cigarettes today). Ihr Schutzengel (oder Engel des Todes), Engelspezialist Christopher Walken, begleitet sie zwar, kann sie aber vor ihrem ausschweifenden Leben, betreffend One-night-stands mit Fremden, Drogen, Alkohol etc. nicht abhalten . Eines Nachts wird sie nach einer Orgie ermordet und erhält von ihrem Engel zuvor den Todeskuss.
Das Video zeigt Madonna in ihrer  "Japanimation phase", einem Look, der bald in ganz Chicago zu sehen war.

All About Bad Girl

Das Video wird als eines der besten Madonnas beschrieben, weil es einige tolle visuelle Effekte aufweist, als Single wäre das Lied wahrscheinlich etwas untergegangen. "Bad Girl"-Ein Song, das bessere Plätze in der Hitparade verdient hätte- aber durch seinen Inhalt- exzessives Trinken, Rauchen und Prostitution- vom Publikum nicht gerade gut aufgenommen wurde.

"Eines Tages rief mich Madonna, die ich schon länger kannte, aus heiterem Himmel an und fragte mich, ob ich ich Lust dazu hätte, eine Art Engel in ihrem Video zu spielen." (CW)

Bis zu diesem gemeinsamen Dreh hatten sich ihre Wege seit ihrem Lied "Live to Tell" auf dem At Close Range Soundtrack und ihrer Hochzeit mit Sean Penn, 1985, nicht mehr gekreuzt.
 

              
As a single Bad Girl might have scored rather poorly, but the video by David Fincher is a true masterpiece. Actor Christopher Walken is a guardian angel (or the angel of death), watching over bad girl Madonna. But he can't stop her from enjoying that 'sex, drugs & rock 'n' roll'... The video has some cool visual effects; definitely among Madonna's best!
 

"The message is simple, but Madonna's performance makes the video sing. Madonna was just about to film Dangerous Game when the video was shot, and there is a lot of "Sarah Jennings" here, most noticeably in a newfound fluidity of facial expressions. Most gripping is the moment when music and action stop jarringly in synch with the ignition of a lighter. "

"Fans debate endlessly Walken`s purpose in this brief cameo- Prince of the Netherworld (he delivers a kiss before her brutal murder)... or, a sympathical angel keeping an eye on Madonna`s self-destructive way of life ? Taps right into Walken`s mysterious screen persona and power to project seductive ambiguity again."

"Walken hatte den  gleichen Mascara-geschminkten schweren Augenaufschlag, den selben matten Blick, as "if freshly wrenched from a satisfying gaze into the make-up artists glass," die gleiche Kurve der Wangen und exakt den selben Schwung der Lippen. "He is the mirror image of - this proves it - the greatest mirror-gazer of them all, only slightly more femme."(Evening Standard, London, 1993)
 

German Christopher Walken-Forum