All the footage is taken from the first four episodes (Pilot, Gehenna, Dead Letters and The Judge) from season one of Millennium. The track is called Here is the House by Depeche Mode. I titled the video: Here is the Yellow House. Enjoy!
NOTE: The video looks a bit dodgy in a couple of places. Thus, I'm offering a download of the video in MPEG-4 format. It's about 100 MB in size. The link might become a dud in the future if people don't download it within a certain time limit.
Click here to download the video.
Cheers from Iceland!