My Favourite Game was filmed over a three-day shoot in the Mojave Desert near Barstow, California. The video opens with a scene of lead singer Nina Persson, at the side of a desert road, trying to find a suitable rock. Meanwhile the radio DJ, who is heard from the car radio, warns drivers that desert temperatures are very hot that day so they must remember to drive safely. When Persson finds a rock, she walks over to her car, places it on the accelerator to keep the pedal down and drives off as the song begins. During the video, she weaves back and forth onto the wrong side of the road, forcing many other drivers off the road and causing some to crash in the process. At one point in the video, she throws the Felix the Cat stuffed toy out of the car which was then run over by another car. At various stages of the video, she is also depicted using her feet to steer the steering wheel and nearly runs over people as she enters a town. She turns the car around and drives back down the road where she caused so much destruction. At the end of the song, she stands up in the car seat, keeping the car in control with her foot on the steering wheel. She travels in the direction of an oncoming van, containing the other members of The Cardigans, with drummer Bengt Lagerberg as the driver. She stretches out her arms a few seconds, to the other member's horror, before the two vehicles collide.
There are four different outcomes of the car crash at the end of the uncensored video. In ending one, Persson's body goes flying into the air and over the van roof where she is then depicted as being dead on the road. In ending two, she also flies over the van roof, except she tries to pick herself off the ground but is knocked out by the rock that was used to keep the car pedal down. In ending three, Persson is depicted being decapitated by the top of her car windscreen and a mannequin head, is seen in the next shot, rolling along the road. In ending four, she also flies over the van roof except she manages to pick herself up from the ground and walks away from the accident.
Many European channels only played an edited version of the video where all of the car crashes and reckless driving depictions where taken out. In the U.S., the music channels were noticeably less restrictive as many of them either played the completely uncensored version of the video or a slightly censored version with only a few of the car crashes removed.