R.E.M. To Shoot Third Video MTV News Staff mtvnews 12/03/1998 Athens, Ga., art-rockers R.E.M. are set to film the third video from their most recent album, Up, in Los Angeles next week, according to a spokesperson. Directing the video for the languid ballad "At My Most Beautiful" will be Nigel Dick (Oasis). R.E.M.