To show videos in some CHM viewer CHM is an extension for the Compiled HTML file format. 
There are many viewers with different quality. 
xCHM has been my choice because of robust search, here their homepage. 
I however just noticed that some files are incorporated with videos but my viewer cannot show them. 

How can you view CHM videos in OSX?
Any good option for this.
Since I cannot comment your question for lack of rep, I'd suggest you try iChm 1.4.3 or 1.5.0. Latter was recently released, so if video doesn't work (a feature I didn't know about in CHM, by the way), I'd suggest you open an issue in the tracker.