Closure is NIN/Trent's first official, widespread video. To my knowledge he has three others out there. They are "The Broken Movie", which some of us lucky fans have seen, and there are two other live/bootleg-ish type recordings.
They are:

"In the Beginging"

1 terrible lie                 6 the only time
2 sin                          7 get down make love
3 something i can never have   8 down in it
4 that's what i get            9 head like a hole
5 suck

and:

"Woodstock 94'"

1 terrible lie               9 burn
2 sin                        10 the only time
3 march of the pigs          11 down in it
4 somehtingi can never have  12 dead souls
5 closer                     13 help me i'm in hell
6 reptile                    14 happiness in slavery 
7 wish                       15 head like a hole
8 suck

Closure's first tape begins like this:

A black screen, with "This video was intended for private home use only. Any other use is prohibited"
Then: "This was filmed from 1994 to 1996 during the NIN "Self Destruct" tour.
The hectic condidtions of a rock and roll concert tour are less than ideal for film maing, and as a result the picture and sound quality in portions of this program are compromised."

Then some NIN music, and people outside a NIN concert talking to each other.
Then some kids inside the stadium and the band backstage. The movie shows that for a while and then the concert starts.

Trent and the band start singing "Terrible Lie". After the song is over, Closure flashes to a different staduim and more people outside.
Then a cameo back stage with Manson saying "I did to many drugs and alcohol, i have a hang-over."
Some random back stage clips, and then on to a bus with Trent sitting in back. After the bus stops, Trent and Maise get off, with a fan running up to him. Then some more back stage shots somewhere else and Robin showing off how quickly he can open his makeup case.

the band finishes getting prepared with the usual "flour/starch/chalk" whatever it is that they smear themselves in. Then off to the stage to sing "Piggy", and "Down in it" during which he falls into the audience, and Charlie injures his finger.
Next is the bus getting hit by a Fed-Ex truck and Trent explaining that if Charlie can't play then there will be no show.
Then some more problems for the tour when the lightning in the next arena won't work. Then Charlie back stage again, this time shaving his head. Then NIN playing "March of the Pigs".

Then the veiwers are taking to another arena where the lights are not working the way that they are programmed to work.

Then Trent Explaining to someone the order in whci the songs are going to be played, and the mood that he wants them to convey.
Next is Trent quickly shaving Robin's head right before a show.

Now there are series of scenes with no real movie value, but they are still there:
Trent in the tour bus, the band in a store, and Trent again on the tour bus.

The viewers are now taken back stage at the Madison Square Garden with the Jim Rose Circus, where they are smashing mirrors with beer botles.
They then go on stage and play "Kinda I Want To" into "The Only Time"

Next is the band remembering how Woodstock went. Overall, they loved playing, but the sound quality for the audience sucked (and the 'bus incident')
Trent is now sitting down talking about how much anger and rage fuel their live shows. In between him talking are shots of bloody legs, things being smashed, people being thrown, and people running into other things.

Then Lou Reed from the Velvet Undergound comes up to Trent and compliments him on his music.

Well, this section was finished August 9th, but while uploading it, it got lost somewhere out there in the vast nothingness of the internet. Just some packet floating around. Anyways, it will be done again soon, so don't worry Everything is all Right.

Here are some pics that were taken from the second video in "Closure", maybe these will entertain you for awhile. (Sorry that the resolution sucks.)

halo6