The video features Nana Kitade dressed as the animated character Ruby Gloom performing with other characters from the series.
Note that the above stated video IS NOT the one on the DVD however. The above mentioned video is what has been typically shown as a music video, on music channels, and is a shortened version of the song Siren.
The DVD included in the limited release CD+DVD set has a full length version of the song, with animated scenes from the TV series put together as a music video. (SECL 636)