Footage is taken from various episodes from all three seasons of Millennium. The track is called Heresy (Blind) by Nine Inch Nails. 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 113 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!