Sigur Rós - Glósóli
This is a touching beautiful music video for Glósóli by Sigur Rós. You can visit all of these places when travelling in Iceland. The hot spring area is in Reykjadalur, just outside Reykjavík, the lava field is probably Eldhraun by Kirkjubæjarklaustur (but could be anywhere) and the cliff they fly off of is near Vík í Mýrdal.
You can read the directors notes about the video on the Glósóli page.