Retrieving a Video

The only way would be if it was on your phone when you last synced with iTunes and you haven't synced since. It that is the case, do the following:

1. Before connecting you phone open iTunes on your computer and go to Preferences. On the Devices tab check "Prevent...from automatically syncing"
2. Connect your phone and when it appears in iTunes on the left sidebar, right-click on its name and select Transfer Purchases
3. Right-click on the name of your phone again and select Restore from Backup

This will revert all data and settings on your phone to those contained in this backup, not just videos. If there is newer data you want to save such as photos you must import these to your computer (http://support.apple.com/kb/HT4083) before doing this or they will be lost. You can go back to iTunes preferences and re-enable automatic syncing if you prefer this.