Here are a couple of examples of controversial music videos.
Foo Fighters - Low
This Foo's video features Jack Black and Dave Grohl drinking heavily, cross-dressing and throwing up in a motel room:
Avenged Sevenfold - A Little Piece Of Heaven
This totally animated video tells the story of a boy who kills his girlfriend, who comes back to life and kills him before they proceed to get married, the whole video is very dark and disturbing, so no wonder it was banned from being shown on TV. Here is a short clip, as the official video can't be embedded: