The singer Gwen Stefani performed the "first" live music video, on the 58th Annual Grammy Awards (on the 15th of February), on CBS, with her song Make Me Like You.
The music video was sponsored by Target, that's why we see the company's logo in the end with a high-angle shot from above the set.
When I first saw the video I didn't believed it was shot live, because of all the shots were all on time and also because of all the extravaganza that we are not used to see on live TV.
Even tough this was a one take video, they used 11 cameras: a crane, steadycams, cameras on tripods, and also the drop cam for the last shot (the drop cam also made it's first appearance at the ESC this year in the beginning of each song!).
Here's the broadcasted video:
It's important to note that the cameras were switched manually, and not automatically triggered by time code or something like that, like in Eurovision (with CuePilot), you need to rehearse a lot and have an awesome vision mixer to cue the shots on time!
You should also take a look at the Target's making of video: