What recent music video has a guy in a parade?

No clue on all the facts, but my cousin’s trying to think of a music video that I think was (or still is) fairly popular. We’re pretty sure it’s a solo-artist, and the only thing we both remember from the video involves the guy joining a parade.

All I could think of is Welcome To The Black Parade by My Chemical Romance. and They’re a band, not a solo artist. sorry