I was quite surprised to read some of the comments on this work, honestly. Some people were looking for a plot??? OK, when this video came out over a decade ago, I watched it for what it was: a collection of music videos. It's not a movie. It doesn't have a plot, nor a central storyline. It's a rather artistic anthology of mostly long-form videos, all of them rather smartly or creatively done. Michael Jackson may be considered a freak these days, but, after all, this was the man who gave us Thriller (considered by many to be the greatest music video of all time) and set trends with Billie Jean and Beat It. With Moonwalker, he and the filmmakers and artists who collaborated with him once again took his music and dance moves to create some vividly entertaining stuff, incorporating claymation, special effects, live performance footage, and even self-parody (the "Badder" sequence). And for those wondering what Joe Pesci was doing there, this video came out just a tad before he became a household name, and was one of his most memorable appearances on film. And, IMHO, I think the Smooth Criminal sequence (the choreographed section) beats anything else Michael Jackson did up to that point!
Review of Moonwalker
