You can share a video as embedded object in e g Knowledge Base and in Ticket Comments. You can embed object in all text area fields that contains format controls, see Text field editor.
You need a link to the object that shall be embedded.
Example: On Youtube you can find this link here:
Youtube link to embedded object
Select Share, select Embed and copy the link and paste in the text field (e g
KB Article or Ticket Comment) by using the button View HTML, 
.
Click Update to insert in text field.
View HTML
Note: For Ticket Comment button is only available in Restricted (Simple) mode). Video is shown in ticket comment stream for both Restricted and Edit mode, but can only be inserted in Restricted mode.
Ticket comment with embedded object
KB article:
KB Article containing embedded object shown on SSP