Christina Grimmie was shot and killed at a concert in June, but the world is just now getting the last of new music by the artist. Grimmie, who appeared as a contestant on The Voice, was hard at work before her shocking death, and her family has released these efforts one week at a time as a four-song EP called The Ballad of Jessica Blue. On Thursday, the fourth and final song, “Without Him,” made its debut as a music video/short film. It follows the EP’s first three songs, “Snow White,” “Anybody’s You,” and “Deception.” The Ballad of Jessica Blue is a narrative EP that tells the story of Jessica (Grimmie), a singer-songwriter with boy problems. Watch the newly released “Without Him” above, and catch up with the rest of The Ballad of Jessica Blue, below.