The "Miss Jackson" music video is about the main character becoming a serial killer
The music video shows flashbacks to the main character in a motel bed with a scantily clad woman who remains The Faceless for the entire video, in addition to shots of the main character washing blood off of his hands. He later goes into the desert and decapitates a woman, bringing her head home as a trophy. The video is about his Descent Into Madness that leads him to killing a prostitute in addition to another woman and eventually becoming a serial killer. Brendon's characters in several videos are, in fact, one and the same...
...and that one character is a performer in The Devil's Carnival. Hear me out: as stated above, Miss Jackson paints our character out to be a murderer. In This Is Gospel, we see Brendon's character strapped to a hospital bed and thrown into a coffin. The Emporer's New Clothes obviously picks up where Gospel leaves off, even playing a clip from the video at the beginning. From there, Brendon falls into Purgatory and slowly becomes demonic. The end of that video, where he's looking at something that casts red light on his face, is his finally reaching the gates of Hell and preparing to enter. His soul has been deemed unholy by Purgatory, and so he is welcome.After he joins the Carnival, he gets sent to Earth with some other carnies to catch other sinners and take them to Hell as well—as seen in the I Write Sins video, where they come for the "w***" bride. One of these sinners may very well be Mary, the woman who was said to have killed Brendon in The Ballad of Mona Lisa—the church shown in the beginning is very similar to the one from I Write Sins, and Brendon wears a similar outfit.
Mary, from The Ballad of Mona Lisa, is one of the surgeons that killed Brendon in This Is Gospel.
"L.A. Devotee" takes place in the same continuity as "This is Gospel" and "Emperor's New Clothes."
After becoming a demon in "Emperor's New Clothes", the videos' protagonist manages to gain a cult devoted to him. As part of their ritual, they kidnap, torture, and possibly sacrifice children. Sometimes, he even joins in on the ritual in A Form You Are Comfortable With.