Nostr, the protocol, doesn’t support video. To share a video, what you really share is a link to the video file. Clients then see the link, peek at the URL content, and when they see it’s a video, they show a player where the user can fetch and play the content.
So technically speaking, you can host the video anywhere. An Amazon S3 bucket would work, or maybe Dropbox? And of course there are Nostr-affiliated content hosting providers, as others have said.
I just want to clarify that, so far, the Nostr protocol itself is text only. All other content you see is hosted somewhere else, not served by a Nostr relay using the Nostr protocol.