The article below explains how to get videos onto your iPhone:
iTunes can play a wide variety of video formats. However, iPhone, iPad, and video-capable iPod devices play videos in specific formats. Any music video, TV show, or movie purchased from the iTunes Store is designed to play on the iPod, iPad, or iPhone and can be easily synced with iTunes 9 or later.
Other video sources
If you did not purchase videos from the iTunes Store, they may not be in a format that you can play on your iPhone/iPod. In many cases, you can convert them to the correct format using iTunes or QuickTime.
- Using iTunes: Select a video and choose Advanced > Create iPod or iPhone Version
- Using Mac OS X v10.6: Open the video in QuickTime Player and choose Share > iTunes and then select the iPhone & iPod option.
Hope this information helps ...