I'm looking to add a video to a theme I'm working on - is this possible without hosting the file somewhere first?
We decided that we only host images, css and script files with the theme itself. It's important (especially with mobile devices) that you provide videos via a good service or CDN. To be honest, you should make use of numerous video hosting services around because they will be able to provide you better delivery globally than we ever could! Youtube / Vimeo are your best better. Host it there and link to it in your theme.