Copyright law will apply in this case.
The recording artist has a pecuniary (money) interest in any videos that are made of him/her. That is how the artist makes a living.
If they are under contract
, the label or organization that holds the contract will also have an interest (and more important, many lawyers to enforce their rights under the copyright laws).
There are exceptions to the copyright laws, generally known as "fair use" but these exceptions to not allow a profit from the material.
If you sell the video for a profit and the artist or the recording label finds out, I suspect they will sue for damages that could be more then the money you have made selling the recording...this is particurlarly true if the person you sell it to in turn sells many copies.
NOW, if you approach the artist and gain a release, then you can sell the film for a profit
Please let me know if you have more questions and if not please hit the green button