Here are just a few examples why.
When you get famous then you get famous friends. Or, if you don't have famous friends, you're famous enough to get famous people to help you out on little projects, which can be very handy if you're in a band.
Film clips can be pretty amazing and they can also be pretty boring, but a clip that features a celebrity is generally going to attract a fair bit of attention.
Mumford & Sons know this, that's why they got Jason Bateman, Ed Helms, Will Forte and Jason Sudeikis to help them out on their hilarious new clip for Hopeless Wanderer.
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We can go way back though, all the way to 1985 when the great Paul Simon called on the great Chevy Chase to make one of the most brilliant, simple clips you'll ever see.
We reckon DZ Deathrays got some inspiration from that. (FUN FACT: They originally wanted Harold from Neighbours to appear instead of Arj Barker).
Often considered one of the all-time great clips, Fatboy Slim's Weapon Of Choice will make the biggest naysayers fall in love with Christopher Walken.
Michael Jackson's 1991 single Black Or White featured one of the most expensive music videos of all time, costing around $4 million at the time. We wonder how much Macaulay Culkin and George Wendt (Norm from Cheers) cost?
Michael Cera plays a great part in Islands' No You Don't.
How many celebrities can you spot in Moby's We Are All Made Of Stars?
Johnny Depp has done his fair share of clips including The Lemonheads' awesome It's A Shame About Ray.
This is just barely scratching the surface. What are your favourites?