This was filmed at Johnny’s 13,880sf house in Hendersonville, Tennesee where he and June lived until their deaths in 2003 (shortly after this was filmed). Trent Reznor wrote the song while living in Sharon Tate’s old house – yes, that house – and after he watched this video, Trent said, “that song isn’t mine any more”.
Link to story about the song: https://ig.ft.com/life-of-a-song/hurt.html
Link to story about the house: https://www.seattletimes.com/entertainment/famous-lakeside-home-of-johnny-and-june-cash-burns-down/
Link to Trent Reznor and David Bowie’s live version of the song: https://youtu.be/fhhEHuChFck