Bruce Springsteen shot a video this week for the song that had New York Police reeling, reports Billboard. The Boss's "American Skin," with its repeated refrain of "41 Shots" (in reference to the fatal 1999 police shooting of unarmed West African immigrant Amadou Diallo), was filmed by movie director Jonathan Demme, whose movie "Philadelphia" featured a Springsteen title song. Billboard says the video was filmed during a rehearsal session with the E Street Band at Madison Square Garden. When the band played the venue earlier this month, police union officials threatened a security boycott, which did not occur. "American Skin" has so far not appeared on a Springsteen CD.