The first music video directed by Aki Kaurismäki for the band was titled "Rocky VI," which he directed in 1986 for the Leningrad Cowboys. This video was a black and white pugilistic extravaganza that paid homage to the Sylvester Stallone's Rocky series. The Leningrad Cowboys were a rock band that Kaurismäki helped to make famous, and they later gained further fame with the film "Leningrad Cowboys Go America." The music video for "Rocky VI" is part of the band's discography, which also includes other videos directed by Kaurismäki. For more information, you can refer to the Wikipedia page on the Leningrad Cowboys Go America here.