Hi,I'm bashing my head in the wall here,trying to figure what was the song,but I only recall the video.
In the beginning,a man (obviously a thief) gives a present to his daughter,and it's a little ragdoll,as I recall.The next thing I remember is the man sitting in the rain,after I believe abandoning his family,and a prostitute appears with an umbrella.Unfortunately I forgot the rest of the video,but at the end the man is crying on his daughter's grave,he is much older,and his wife also shows up at the grave.

How long ago did you see this? Do you remember what genre of music played?