Tbh I would be scared to have a Bloody Mary video, in fear of it being too controversial. I mean the Judas video was fine and I love the crazy things Gaga does but I'd rather she stay away from the controversial religious road. That's one thing I would never forgive (being quite religious myself. 

). 
For some reason when I think of BM I think of Tim Burton and a creepy Alice in Wonderland theme.