I've liked this song forever, but never watched the video until this morning. I had a suspicion, based on all those quotes from Ozymandias in the lyrics, that they might go for an archaeological theme. I was right!
That's Andrew Eldritch looking incredibly dapper in white suit and shades while threatening us with his sword-cane. The impossibly beautiful goth girl is Patricia Morrison, formerly of the awesome LA band The Gun Club and later of The Damned. They're being dramatic in the ruins of Petra, in Jordan.
I'm not going to say anything about the adventure-in-the-desert-with-mysterious-Arabs plotline except that it's "very '80s" and "whatever they're doing, I so want to join".*
Bonus fun fact from Wikipedia: the "Dominion/Mother Russia" medley off of Floodland made it into the Grand Theft Auto IV soundtrack.
*You'll eventually get more from me about the connection between romanticism and antiquity in pop music, but the deep thoughts ain't ready yet.d