Christina Grimmie's family has released the first in a series of music videos to accompany the slain singer's EP, "Side A." The series of videos, called "The Ballad of Jessica Blue," tells the story of Jess, a character played by Grimmie, who tries to find herself amid music and heartbreak. The first video, "Snow White," was released by Grimmie's family on Thursday. The 22-year-old singer and former "The Voice" finalist was gunned down in June following a performance at an Orlando theater. "Side A" was released in late February. Grimmie's family, in conjunction with Billboard, will release a new video in Grimmie's Jessica Blue series every week.