The video, which does not reveal much about the story, features Penn's band singing in a music video while a girl enjoys listening to the song.
"This Must Be the Place" first clip has been released. The three-minute video begins with a scene in behind-the-scene style which shows a film crew climbing on a pickup truck. Later, the preview sees various shots from the film, including the one which features Sean Penn's Cheyenne's band singing in a music video.
Previously, the forthcoming movie has been announced to be premiered at the 64th Cannes Film Festival. "This Must Be the Place" joins other in-competition films such as Lynne Ramsay's "We Need to Talk About Kevin" and Terrence Malick's "The Tree of Life".
"This Must Be the Place" centers its story on Cheyenne, a wealthy former rock star, who travels to New York only to arrive too late for reconciling with his estranged father. It is now in death that he learns the true extent of his father's humiliation in Auschwitz at the hands of former SS Officer Aloise Muller - an event he is determined to avenge. So, he makes a journey across America to pay revenge.
Serving behind the lens is Paolo Sorrentino. The film will also feature the likes of Frances McDormand, Eve Hewson, Judd Hirsch, Kerry Condon, Joyce Van Patten, Harry Dean Stanton, Shea Whigham, and Seth Adkins.