What's the name of the song and the band that has a lost penguin in their video-clip?

A couple of years ago I saw a music video-clip from a band which has a
like-Placebo type of sound, and the story of the video-clip was about
a guy who had a penguin as a pet and somehow he lost it and tried to
find him, and the people around him was wearing masks...

Anybody knows what's the name of the band and the song? I would really
love to find them again since I liked very much the video and the
song.