The link posted has embedding forbidden, so it won't work.
Here's a link to the actual video. It's by Lady Gaga and, if you're asking me (which you aren't), isn't really up there with
her finest work. It is certainly festive though.
This blocking of embedded videos really is stupid on a number of levels. These videos are there to promote whatever the contents of the video are, but if a large section of people trying to view the videos can't watch them: that's stupid. They're blocked so that viewers have to go to the proper YouTube page for said video, because it's got lots of links to other videos from the same record company (as well as a big sign saying "THIS IS THE RECORD COMPANY ALL THESE ARTISTS BELONG TO"), but then that kind of thing pops up at the end of embedded videos too, so: that's stupid. And while trying to nurture a sense of brand loyalty to smaller, specialist record companies like Yep Roc, XL Recordings or Tommy Boy, it's generally the likes of Universal Music who are behind such shenanigans, and no-one, ever, in the history of ever, is going to buy an album because it's the on the Universal Music label. so again: that's stupid.
Also, this practice generally buggers up at least one track per week in the Song Wars, which is also annoying.