War is overdueFirst up, a band with a long history of tracks and videos taking up explicit, and generally controversial, counter-hegemonic, themes and positions: Megadeth. They were one of the very, very few bands to venture to my home town back in Northern Ireland in the midst of 'The Troubles' (an absurdly reductive label if ever there was one. Frontman Dave Mustaine naively took the advice of a friendly face just before going onstage, and, in a fairly Loyalist (pro-UK) town, pronounced his support for Irish Republicanism ... causing a fierce riot.
The time has come for you
To shoot your leaders down
Join forces underground
[sample lyric from Muse's Assassin]
NB: The video below contains hyper-fast editing, coming close to a flashing light effect. (View in higher quality 720p here)
There are many metal bands that incorporate rebellious, counter-hegemonic messages, with the popular campaign to get Rage Against the Machine's totemic Killing in the Name Of [a performance video only; includes strong language] an example of how audiences' response to, or uses of, such material doesn't necessarily reflect the full political message as intended.
Next, a Brazilian thrash band well known for their explicitly political lyrics, Sepultura; songs such as Polozia are straightforward in their condemnation of excessive state force. They've used news footage of riots and civil uprisings in their videos (including, from memory, either Inner Self or Beneath the Remains), such as here, with Refuse/Resist - not just employing a political theme but actually a call to arms and action:
There are many more examples out there; punk lyrics were often highly political and so to many of the proto-videos produced around that time - Green Day's American Idiot is a good contemporary example of this.
Maggie Thatcher inspired many (mostly) hostile tracks over the years, continuing when she died in 2013 and any attempted debate over the rights/wrongs of her receiving a state funeral was swiftly shot down by most of the mainstream media. The Huffington Post also did an interesting post on this.
Any more suggestions? Add below as a comment, and I'll add to the post.