Desperately need help with a song!!

[DavidTLover]

Okay, so I went to the Blackpool Illuminations Switch-On a few days ago, and they were playing music videos before the gig. There was a song I really liked on there and part of the music video showed a man with shoulder-length blonde wavy hair wearing a trilby hat. He had a band behind him and looked to be on a train of some description. I think some of the words went, "Oh no, he's gone" or something along those lines. Can anyone at all help? Thanks in advance x