The music video incorporated parts of the television show Pimp My Ride , and was shot by Madonna in London in January 2006 while she was making plans for her then forthcoming Confessions Tour . It was directed by Madonna 's longtime choreographer Jamie King and featured choreography from The Talauega Brothers . Many of the performers featured in Madonna 's " Hung Up " video were in that of " Sorry " , which was shot as a continuation from the " Hung Up " video . Madonna 's parts in the video were shot first , followed by the shot of the skaters . The shoot took place for over two days .