Due to the large number of pyrotechnics used in the video, local residents believed that the explosions were caused by terrorists; speaking about the filming process, Morello revealed that "The local police and news station literally received thousands of calls from people who thought the city was under siege ... All the freeways were blocked because they thought there was an attack occurring."
The music video is the debut video for the super-group Audioslave, featuring the singer of Soundgarden and the instrumentalists of Rage Against the Machine.
A teaser trailer was released for the video in mid-October 2002 before the full video was made available for digital download later in the month.
The extreme use of pyrotechnics and fireworks in the video also marked "Cochise" as a very expensive music video.
The video was nominated for Best Video at the 2003 Kerrang! Awards, and was included in the MTV2 Headbangers Ball "Best Metal Videos of the New Millennium" list in 2004.