There is no single "complete piece" or widely recognized viral video by this exact name; however, this specific phrasing is frequently associated with or malicious advertisements . Likely Contexts
If you encountered this file as a pop-up or an unexpected download:
: MP4 files can sometimes be used to deliver exploits if your media player has unpatched vulnerabilities.
Based on common file-naming patterns for shared media, "(2) New Messages! (1).mp4" appears to be a video file that has been downloaded or saved multiple times, resulting in the bracketed numbers in its title.