Commercially, the song peaked at number two on the Billboard Hot 100 and became Madonna's sixth number-one hit on the European Hot 100 Singles chart. It also reached the top of the singles charts in Canada, Italy and Switzerland, and the top five elsewhere.
The accompanying music video, directed by David Fincher, was inspired by the Fritz Lang classic film Metropolis (1927). It had a total budget of $5 million ($9.54 million in 2016 dollars), which made it the most expensive music video made up to then, and currently the third most expensive of all time. The video portrayed a city full of tall skyscrapers and railway lines. Madonna played the part of a glamorous lady and chained masochist, with muscular men acting as her workers. In the end, she picks one of them—played by model Cameron Alborzian—as her date. Critics noted the video for its exploitation of female sexuality and came to the conclusion that Madonna's masculine image in the video was gender-bending.