I remember that in the beginning of 2000s there was a music video on MTV by Tricky (maybe collaboration?) that showed a bicycle messenger riding in a city (NYC?).
I'm looking for the name of the song - does someone remember it?
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Based on your description, the closest I have been able to find is an unofficial video for What is Wrong / Hollow, from Tricky's album Vulnerable.
What is Wrong / Hollow (2003) https://www.youtube.com/watch?v=AJA6JWJUrrk
The next best match I found was Bom Bom Diggy, which momentarily, but repeatedly shows a bike on a busy city street.
Bom Bom Diggy (1999) https://www.youtube.com/watch?v=HWmR1i_9WOY
Hopefully one of these is either what you're looking for or can trigger your memory for some additional details.
After a few agonizing hours I've have found the song!
I was searching for "Robin Thicke - When I Get You Alone". I did not remembered singer's name and thought "Thicke" was "Tricky" :)