How to hide photos and videos you are tagged in from the rest of the (Facebook) world

As of today, these settings in Facebook still applies:

Go to Account - Privacy Settings.
Under the section Sharing on Facebook, click on the Customize Settings link.
Scroll down to the section Things other share.
On the setting Photos and videos I'm tagged in, click on the options and choose Custom.
The Custom Privacy pop-up appears.  Change the Make this visible to setting to Only Me.