One scene in the video was actually shot during the Invisible Touch tour while Collins was on tour with Genesis
The shark in the Hollywood pool scene was a prop from the Univrsal prop room and was used in the movie Jaws.
For the London filming, Phil is wearing a sun hat. When the producer asked him to take it off before rolling film, Phil said he couldn't, he hadn't washed his hair.
The shots on the Bullet Train in Japan were "stolen" as the crew had been denied permission to film on the train.
The shots in Tokyo were done after Phil's concert at the Budokan and many of the pedestrians were coming from the concert and so shocked to see him there.