Technically, there is no nation whose name begins with the letter X (Mexico and Luxembourg are the only existing countries that have the letter X in them) or W (Wales is a part of the United Kingdom, Wallachia is a historical and geographical region of Romania, Wallis is a territory of France, and Western Sahara is a disputed territory south of Morocco). The fictional West Xylophone is used as a stand-in for both of these letters.
Live performances include an additional bridge between the usual two, where Linnell lists a few more countries in this order: "Azerbaijan, Bolivia, Canada, Australia, Belgium, Chad, Afghanistan, Brunei, China, Denmark, Ecuador, Fiji, Guatemala." An extended version of the song featuring the additional bridge is included in the 2012 deluxe edition of No!.
The video was created by Brandon Martinez and Michelle Hammond of Colourmovie.