Clip, directed by Philip Andelman, was filmed in New York over the weekend.By James Montgomery Rihanna films her "What's My Name?" music video in New York City on Sunday Photo: Ray Tamarra/ Getty Images There's still no official release date for Rihanna's back-to-basics Loud album, and at this point, it's entirely possible she will have shot a video for every single track before it actually sees the light of day. Over the weekend, RiRi hit the streets of New York to film a clip for "What's My Name?," bringing the official video tally to three.