“Daydreaming” contains allusions to Plato’s Allegory of the Cave. This is depicted in the music video, both at the beginning and end, just like the symmetry in the song. The video shows Thom walking around in his own world, not really connecting to anyone. He ends up crawling into a cave away from it all. It is simultaneously a way of hiding from all the bad stuff happening in the world (thus accepting it) and giving up fighting for your ideas.

The music video features Radiohead lead singer Thom Yorke wandering through various locations—a library, an empty parking garage, a family’s home. The clip was directed by filmmaker Paul Thomas Anderson who has worked extensively with Radiohead guitarist Jonny Greenwood. Greenwood scored many of Anderson’s films including Inherent Vice, The Master and There Will Be Blood.

A theory has been circulating that all of the locations shown in the “Daydreaming” music video are references to Radiohead’s past. For example, the grocery store is an allusion to their song “Fake Plastic Trees” from their second studio album, The Bends. Jonny Greenwood later posted a compilation of parallels between the “Daydreaming” music video and other Radiohead images on Facebook, giving this theory credibility.