'It's a weird place," Goulding says of Sin City. 'We went to this old casino and filmed stuff in there. I worked with the director, Emil, I worked with him before with Calvin Harris [he directed the 'I Need Your Love" video]. He's a friend of mine and we wanted to do something really mad. We wanted to ride some horses, and there's a gangster who is a not very good guy. It's kind of got a Thelma & Louise thing about it. "

The video has a retro vibe, alternating between cotton candy pinks and soothing blues, which contrast the scene's reality: Goulding's lover mistreating her. Those bright, innocent colors give way to Vegas' wild reality when she had her partner-in-crime go after the guy.