A narrative music video has a story within the sequence that either relates or does not relate to the music.
In performance videos you see just the band performing the song live in either one or many locations.
Conceptual videos do not follow a narrative structure and do not have a performance of the song within them but have a a video follow a certain ‘concept’ for example Sia includes a girl with issues in almost all of her videos as a concept.
Hybrid can contain elements of two or more of the styles above. This is a common feature in most music videos these days with videos being a mix of narrative and performance.