The music video for the song was directed by Sophie Muller, who also directed Wainwright's first music video. The video premiered in April 2007, and Logo aired a 20-minute feature on the making of the video on April 27, 2007. The video begins with Wainwright as a D.H. Lawrence-like character, sitting alone at a table in an isolated room. As the video progresses, a large bouquet of roses appears and viewers see Wainwright with a bed cot. Three women emerge, dressed in black clothing and veils, visibly mourning the loss of their husbands. At times, their presence is abstract, digitally projected as if they exist only in Wainwright's character's mind. Other times, Wainwright is physically interacting with them within the same room. Viewers then see images of the roses burning, the women crying, and catching Wainwright as he falls to the ground. With light cast upon him from a single window, they place a laurel wreath on his head. As his arms are spread out and straight across, and light is cast upon him as if by divine intervention, this image is clearly meant to symbolize a crucifixion. In Making the Video, Wainwright discusses the various images and elements depicted in the music video. He states the song is "an emotional reaction to a lover you had a fight with", and is about "mourning" and "moving on to bigger and better things." The three women in the video represent three widows, an element he took from Mozart'sThe Magic Flute. One woman represents Jacqueline Kennedy Onassis, another Frida Kahlo, and the third a more abstract, "fairy tale-like" woman from The Magic Flute. Later in the interview, Wainwright states the women represent The Three Graces. He claims the burning roses symbolize "purification by fire", representing the United States--"beautiful, but thorny." Admitting "Going to a Town" is more about birth than destruction, he believes Americans need to "change things" and "make sacrifices". The laurel wreath, he says, also represents the US, which "dominates the planet but is in peril of losing democracy." In the video, Wainwright wears a suit created by American fashion designer Marc Jacobs.
In the UK, "Going to a Town" entered the UK Singles Chart on May 5, 2007, at number 68. The following week, the track reached its highest position at number 54. "Going to a Town" lasted on the chart for two weeks total, and failed to chart in any other countries.
performed "Going to a Town" during his 2011–12 Symphonica Tour and included it on the deluxe edition of his Symphonica album in 2014. "Going to a Town" was sent to radio on April 7, 2014 and the music video for the song was released on April 15, 2014.