Wikipedia List of Videos shot in Iceland

http://en.wikipedia.org/wiki/List_of_music_videos_shot_in_Iceland
2006
"Patience" Take That 2006 Various locations
http://www.youtube.com/watch?v=txtq29e7KQo


2005
"Triumph of a Heart "Björk 2005 Countryside, Sirkus Bar Reykjavík Spike Jonze
"Hoppípolla" Sigur Rós 2005 Reykjavík Árni og Kinski

"Glósóli"Sigur Rós 2005 Various locations Árni og Kinski
2004
"Who is it" Björk 2004 South Coast

2001
"Viðrar vel til loftárása "Sigur Rós 2001 Árni og Kinski

2000
"Svefn-g-englar" Sigur Rós 2000 Ágúst Jakobsson
"Never Be the Same Again" Melanie C 2000 Blue Lagoon


1999
"Better off Alone" Alice DeeJay 1999 Dyrhólaey, Seljalandsfoss (Seljaland falls)

1997
"Jóga" Björk 1997 Various locations Michel Gondry

But of course there are more videos shot in Iceland - for example:
"Ooops" 808 State and Björk
http://www.youtube.com/watch?v=M1OSbt1Xm4E

"Planet" The Sugarcubes
http://www.youtube.com/watch?v=wtFPr98O5vs

"Deus" The Sugarcubes
http://www.youtube.com/watch?v=VU3JrXt_cPk


Belgian groups:
Oh Darkness Admiral Freebee
http://www.youtube.com/watch?v=xeCVpYhw1HA

"Run" Milk Inc.
http://www.youtube.com/watch?v=1Y13T2our30