Found this behind-the-scenes video of Lady Gaga's "Bad Romance" shoot. It's not much more than a tiny highlight reel, but you get a better of understanding of the set design, which is really quite impressive. You also get a closer look at the white bat headpiece that I'm mildly obsessed with, and you see that in the scene with the polar bear peignoir, Lady Gaga actually wears a fake white rat on the side of her head (something you don't really catch in the final cut of the video).
Did you notice that she mentions three Hitchcock films in the second verse of the song? Try and catch all three.