I'm a little late with this clip — via Amba and Internet Ronin — but I want to say something about it, so here:
Do you think she said "Oh, Christ" because she's so cool or she's a true artist and above mere worldly prizes or some some such thing? I don't. She was getting out of a cab, looking tired, carrying a bag, which she plopped down on hearing the news. I think she was annoyed that this was going to be the video clip that everyone would watch forever. She'll always have her hair like that, her face like that — however she happened to end up after she'd been dragging herself around town all morning. And now she has to say something, and it better be good, because everyone will quote it. Oh, Christ, I have to go through this whole thing right now.
And it worked out for her. Everyone thinks "Oh, Christ" means so much. It's profound. But, really, it's not as if she could have squealed like an actress winning the Oscar. You don't think she was thrilled, inside?
Or maybe she was kind of pissed, and said "Oh, Christ" in the sense of: So, now, finally they get around to me... after all those second-rate hacks who got the prize all those years when I was ready with my hair done and my makeup on and a nice quote ready to go.