Are you just talking about the HTML tag like <video> </video>? And not some new taxonomy added to your site, possibly through plugin.
If its the HTML tag you will need to use a php function like this.
https://gist.github.com/ntwb/7797990
You can download and edit Stephens plugin and just add your HTML tag like so.
http://htmldog.com/references/html/tags/video/
// Images
'img' => array(
'class' => true,
'src' => true,
'border' => true,
'alt' => true,
'height' => true,
'width' => true,
),
//Videos
'video' => array(
'autoplay' => true,
'src' => true,
'controls' => true,
'loop' => true,
'height' => true,
'width' => true,
'muted' => true,
'poster' => true,
'preload' => true,
),
// Tables
