The documentation for the VSTS WIKI suggests you can embed a video in a VSTS WIKI using the markdown/HTML
<video src="_media/vstswiki_mid.mp4" width=400 controls> </video>
Problem is that this does not seem to work, the MP4 just does not appear, you get an empty video player.
However, if you swap to a full URL it does work e.g.
<video src="https://sec.ch9.ms/ch9/7247/7c8ddc1a-348b-4ba9-ab61-51fded6e7247/vstswiki_high.mp4" width=400 controls> </video>
This is a problem if you wish to store media locally in your WIKI
The workaround is to either place the MP4 file in some URL accessible location e.g. some Azure web space (not really addressing the problem), or more usefully use the VSTS API to get the file out the repo that backs the WIKI.
The format of the HTML tag becomes
<video src="https://vstsinstance.visualstudio.com/MyTeamProject/_apis/git/repositories/MyTeamProject.wiki/Items?path=_media%2Fvstswiki_high.mp4 width=400" controls> </video>
This will get the current version of the file on default branch, you can add extra parameters to to specify versions and branches if required as per the API documentation.
So not a perfect solution as you have to think about branches and versions, they are not handled automatically, but at least it does work