Yes, this video was directed by that David Fincher.
Taking place in a crowded bar and featuring patrons dancing while Steve Winwood and the band perform in the background, this video shows that, even before directing films like Se7en, Fight Club, and The Social Network, Fincher had a strong eye for detail. The video makes you feel the heat.
Because this video has a page at the imdb, we actually know the names of some of the people who collaborated with Winwood and Fincher. The choreography was provided by none other than Paula Abdul while the black-and-white cinematography is credited to Mark Plummer. (Plummer’s other credits include the films Two Moon Junction, After Dark My Sweet, The Waterdance, and Albino Alligator.) The video was edited by Scott Chestnut, who subsequently worked on several feature films directed by John Dahl, including Red Rock West, Unforgettable, and Rounders.
With the help of this video, Roll With It went on to spend four weeks at the top of Billboard Hot 100 singles chart.