As with many Glassjaw songs, "Cosmopolitan Bloodloss" is lyrically ambiguous and oddly phrased. It mentions a nervous female and someone at an airport "addressing most littlest." Aiding the song's complexity are its many independent layers of guitar which help give it an aggressive and somewhat paranoid feel.
Both versions of the single contain the "Cosmopolitan Bloodloss" music video which found marginal airplay on music TV networks. Directed by Patrick Hoelk, it features Vincent Gallo and has the band performing in an alley in New York City. Their loud music awakens Gallo who then begins physically confronting strangers as he walks the streets of New York. He eventually finds the alley the band is performing in, walks up to them, and unplugs their equipment just before the song is finished. He then gives them a long, angry stare as the video fades to black.
An alternate ending was shot for the video in which Gallo walks up to the band, produces a pistol, and shoots each member. It was deemed too violent for TV but can be found online.