Gaga revealed the cinematic kook-fest was an artistic representation of the day she was dropped from her first record label, Island Def Jam.
"It was one of the worst days of my life and it happened quite quickly, but in my mind, when I think back on that period of my life, it all happened very slow," Gaga told E! News.
"It is my personal way of seeing things. If you give up after something like that, you were never destined to be an entertainer."
The video sees Gaga recover from her ordeal by dancing her heart out with a bunch of fierce friends, ending up holding a card scrawled with an appointment with her current label Interscope.
"I love obstacles," she explained. To marry your obstacles mean I, the artist, wholeheartedly accept everything you throw at me. I am destined to struggle, I am destined to write music about the struggle, and I accept it willingly."
Former Island Def Jam boss (and current US X Factor judge) LA Reid admitted he dropped Gaga from the label after hearing her unfinished demos while he was having a "bad day".
Gaga is currently planning a two-year, 450-date, worldwide tour, in an attempt to break U2's record for the highest-grossing and most-attended tour of all time.
"The Haus Of Gaga is taking things up a gear," says a source.
"She is planning to kick things off in Asia and India next year and go on a gruelling world tour.
"As is always the case with Gaga, the plans came to her in her sleep. She has a target of 450 dates. It has never been done before, but she doesn't think that's a reason not to try."
Check out the 'Marry The Night' video here: