Three band members are serving two-year jail sentences received in August for their “punk prayer” at Russia’s grandest cathedral, in which they asked the Virgin Mary to deliver Russia from Putin. Their trial caused an international furor, and a string of Western celebrities, including Madonna and Paul McCartney, called on the Kremlin to free the women.

In a video posted Thursday on MTV’s website, two unidentified band members wearing their trademark balaclavas and brightly colored miniskirts climb down an abandoned building. Speaking in English, they lambast Putin and pledge to continue their “musical fight.” The band announced the video on its Twitter account.