On January 26, 2000, filming of the music video for "Sleep Now in the Fire", which was directed by Michael Moore, caused the doors of the New York Stock Exchange to be closed and the band to be escorted from the site by security, after band members attempted to gain entry into the Exchange. Trading on the Exchange floor, however, continued uninterrupted.
Footage of enthusiastic Wall Street employees headbanging to Rage's music was used in the final video. "We decided to shoot this video in the belly of the beast", said Moore, who was threatened with arrest during the shooting of the video, despite the band having obtained a permit to perform.[source: wikipedia]