Though he was arguably the most popular solo artist of all time, one of the great joys of being a serious Michael Jackson fan is that some of his best work is remarkably obscure, even after he had already achieved legendary status.
For example, after Michael had ad-libbed an a capella version of the first few bars of his song "Who Is It" during his celebrated interview with Oprah Winfrey in 1992, the song was hurriedly rushed out as a single to capitalize on the remarkable performance. In the record label's haste, a video was assembled from pre-existing clips and served as the video most commonly used for promoting the single in the United States.
The song went on to peak at #14 on the pop charts, but during its run a lavish new video was commissioned, directed by a pre-Se7en, pre-Fight Club David Fincher. Though it's barely been aired (and most compilations use the placeholder montage clip instead), it's among the best videos Michael ever released, and I'd argue it's the finest.
There's an infinite number of amazing music videos to show Michael's work, but I do find something reassuring that there are gems we'll all be discovering for the rest of our lives.