Like everyone who ever fell in love with the Velvet Underground, I went out and learned as much as I could about Nico, the "fetchingly frog-toned vocalist" (as Rolling Stone once described her) who sang three of the tracks on their debut. Wikipedia tells her story better than I could; suffice to say she's quite a woman. Just look at that face for a minute.
Anyway, in 1965, two years before The Velvet Underground & Nico was released, she recorded a song for Andrew Loog Oldham, manager of the Rolling Stones, and his new Immediate label. The song, "I'm Not Sayin'," was written by Gordon Lightfoot a good decade before he'd ever heard of the Edmund Fitzgerald, and features the acoustic guitar work of Jimmy Page. (I first heard it on a vinyl bootleg I bought back in the day, and it took me a while to get to side two, I just kept moving the needle back to hear this one over and over again.)
And of course they shot a video for it. A moody Nico walking around in London. It doesn't get much better than this.