In December 1985, Madonna starred in the film Shanghai Surprise, where she toned down her appearance, inspired again by Marilyn Monroe. Madonna held the look for the "Live to Tell" video. In it her make-up was pale and subtle, her shoulder-length hair was wavy and golden blond, and her clothes consisted of a simple 1930s-style floral dress. In an interview with music critic Stephen Holden from The New York Times, she commented about her new look:
"After a while I got sick of wearing tons of jewelry—I wanted to clean myself off. I see my new look as very innocent and feminine and unadorned. It makes me feel good. Growing up, I admired the kind of beautiful glamorous woman—from Brigitte Bardot to Grace Kelly—who doesn't seem to be around much anymore. I think it's time for that kind of glamor to come back. In pop music generally, people have one image. You get pigeonholed. I'm lucky enough to be able to change and still be accepted. If you think about it, that's what they do in the movies; play a part, change characters, looks and attitudes. I guess I do it to entertain myself."
In addition to At Close Range, Foley also directed the song's video. David Naylor and Sharon Oreck were in charge of the production. The video serves as a publicity campaign for the movie, as it includes brief scenes of the film that indicate the conflict the young man in the movie—played by Sean Penn—feels.
The locations in the film are separated visually from the shots of Madonna, who is singing in a darkened studio. Unlike her previous videos, Madonna portrays a narrator, whose song comments on the story, appearing in shots completely different from the narrative action. She appears to speak for the character, addressing his problems directly, like the chorus of a classical tragedy. -Wiki