Promos
Yoko Ono herself directed a music video for "Walking on Thin Ice" which was released in February 1981. In 2003 Mike Mills and Arya Senboutaraj (one half of the directing duo Rainbows & Vampires) directed an animated black and white video featuring the "Pet Shop Boys Electro Mix Edit" of the song. You can watch it here or here.
Read more about this topic: Walking On Thin Ice