The music video for You Rock My World was directed by Paul Hunter and produced by Rubin Mendoza. The video was filmed from August 13 to 21, 2001, in Los Angeles, California, and was also released in 2001. The video, which is over thirteen minutes long, was described as being a short film. The dance performed during the video consists of fragments from the canceled Dangerous music video.

You Rock My World stars Michael Jackson, Chris Tucker, and appearances from Marlon Brando, Michael Madsen and Billy Drago. The video consists of Jackson's and Tucker's characters trying to gain the affection of a woman (Kishaya Dudley) by subsequently following her around the neighborhood. Ultimately, a fight breaks out between Jackson and the gang members in a bar, who are ordered by their leader (Michael Madsen) to get rid of Jackson. Jackson, who had begun to perform before the woman, walks up the stage where his backup dancers have arrived. The gang leader causes a disruption by smashing a bottle across the counter, one of the gang members (Billy Drago) proceeds to taunt Jackson, challenging him. A dance scene begins, as a man lights his lighter and one of the gang members uses a knife on Jackson, but Jackson tosses him down. Jackson then punches him in the face, who knocks over a lamp, starting a fire. As the fire spreads, Jackson screams for Tucker, who had been dancing to the song, and he knocks out some of the gang members. During the escape, the woman who met Jackson approaches him outside the bar. The two share a kiss, and Tucker quickly rolls in with a low rider, signaling for Jackson and his new lover to escape, leaving the bar which is consumed in flames.

The video for You Rock My World was thought to be the last music video to feature any participation from Jackson before the video for One More Chance was unearthed. The music videos that followed, would only consist of archive footage of himself and others.

You Rock My World has been compared to Jackson's previous 1980s music videos for his singles, Smooth Criminal, Bad, and The Way You Make Me Feel, all from his 1987 studio album, Bad. In the video, Jackson can be seen wearing a blazer and his traditional fedora.

The video won an NAACP Image Award for Outstanding Music Video at the award show's 2002 ceremony. In several instances in the video, Tucker's character makes several comedic references to previous songs by Michael Jackson, such as Beat It, P.Y.T. (Pretty Young Thing), The Girl Is Mine, Bad, Dangerous, and Billie Jean.

The short version of the music video appears on Number Ones, and the long version appears on Michael Jackson's Vision.

The video for Cry was directed by photographer Nick Brandt, who had previously directed Earth Song, Childhood and Stranger In Moscow, all of which were featured on Jackson's HIStory: Past, Present and Future, Book I album. The video was filmed in six different locations, all in California. People featured in the video included members of a real life gospel group. The video begins with dozens of people of different ages, ethnicities and races holding hands. Long lines of people were stretched over mountains, across highways, in a forest and on the beach. Everyone stands in silence for a majority of the video. Following the bridge, everyone begins singing the chorus. Towards the final chorus, the group collectively clap their hands along with the song, taking hands once more as the song ends.

Cry was issued as a single against Jackson's original intentions to release Unbreakable, as was the release of You Rock My World months prior. Filmed in the weeks after 9/11, Jackson was too nervous to travel to the shoot in northern California. When Jackson saw the rough cut of the video, he and the director, Nick Brandt, agreed that the video was stronger without Jackson in it. Cry is the only Michael Jackson video to be included on an enhanced CD of the single.