The music video for "Sheep Go to Heaven" is animated in a style reminiscent of South Park, and features members of Cake dressed as a KISS cover band, playing in a sports bar. A disgruntled employee of a greeting-card company enters the sports bar with a machete, and massacres the crowd, sending the band to Heaven. Later, the employee is convicted, executed, and sent to Hell. The video was directed by Mark Kornweibel.