Have Zune, need video

I have my first Zune (annoying music warning: turn down volume before clicking that link). I didn't think it was something I would use and planned to give it to my daughter, but surprise! When I charged it and started playing with it, I really liked it. Now, the music aspect is no big deal for me - I was fine with my simple little mp3 player. It's the video part that I find especially cool.

So, I went hunting for music videos so I could enjoy my favorites on the Zune. There are plenty of sites where I can pay for and download a song; surely music videos for a Zune can be purchased and downloaded the same way, right?

But if they can, I can't find them. Plenty of p2p portals, many claiming to be legal, but I'm not convinced and would rather not go that route. I just want to choose a music video, pay for it, and download it from a regular old capitalistic mainstream provider, like I do song purchases. I didn't think they'd be so hard to find. Have you seen one anywhere?