As you say this, the full clip of Thriller comes on. My favorite may be Black and White. I remember being in Brazil as a young boy and everyone being excited about the premiere of the video and being watched like it was a soccer game.
I also remember later in his career, I think in 1995, one of his last songs to actually be played on the radio (They Dont Care About Us) he filmed it in Brazil. It was a breakthrough because he got permission, not from the government, but from the gang cartel to film the video on the favela (like the ghetto, or shanty). The gangsters were the ones that provided him with security and that had been the most footage of the favelas for a long time because media and not even cops could really get into that area. That started the whole idea of "favela tours" where now people can take tours, and I believe for the most part the money goes off to the community.