Watch: Lana Del Rey mopes around wealthy L.A. areas in “Shades of Cool” video With Lana Del Rey's new album "Ultraviolence" available online today, she's celebrated by sharing the video for "Shades of Cool." The “Shades of Cool” video uses a similar vintage vibe as her recent release, “West Coast,” but takes a Nabakovian turn, showing a love affair between Lolita-esque Lana and an older, blue-haired, Jeremy-Irons-type.