The Let It Go Songfacts reports that Alexandra reportedly nearly got arrested while shooting scenes for the song's music video on the London Underground as she didn't get permission to film there. The former X Factor champ revealed: "Let's just say that it was a bit hairy at times and there may have been a couple of occasions where we may not have had permission to film where we did... but at least you know when you watch the video that all that adrenaline you see is real!" .

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