This interview has 5 parts, but they are all really short. And it's really funny as well. Coldplay (Chris and Guy) interview in LA for Video Hits in Australia.
I have to admit that I have a bit of an obsession with Coldplay Interviews. I think they are so hilarious, I'm not joking - these are funny guys. I'll post some of the best interviews I found, and that aren't on this club yet (I checked).