Josh Rothman uses the above video "Synesthesia," by the music-video-directing duo Terri Timely (Ian Kibbey and Corey Creasey) to explain the phenomenon:
Synesthesia is a neurological condition in which your sensory circuits are connected: numbers might have colors associated with them, tastes might have words, sounds might have textures. Experiences in one sense modality borrow the qualities of other modalities. This wacky little film gives you an (exaggerated, Japanese) idea of what it's like. Famous synesthetes includes Vladimir Nabokov (colored letters), Olivier Messiaen (colored chords), Richard Feynman (colored equations), and David Hockney (colored, geometric musical notes).
The Dish 