Yes possible. Did you try anything?
Use the following steps:
1. Design the videos in any format you like, tabular, list, etc
2. Wrap the videos in a link tag such that when you click it, onclick event of the controls is raised.
3. In the onclick event, use Windows.Open method to show the video.
Reference:
MSDN: showModalDialog Method[
^]
MSDN: open method (Windows)[
^]
Try out!