Kings of Leon play in an exploding building, Weirdly this is the single AFTER “Sex on Fire”. Directed by Phil Griffin. All of these effects shots were filmed on green screen. A back plate of a wall falling down in stages was also shot separately, along with some rubble and falling brick plates. No fire, flames, embers or explosions were filmed on set. We added all of that in Flame. In fact, I even shot some of the exploding coal elements you see hitting the floor in the wides in my back garden after a barbeque.