Hello,
Thankyou for contacting us about finding the right WordPress theme that supports videos. There are so many Themes available that support video capability, it is honestly difficult to recommend one without testing/using it.
I recommend trying several of the available themes, to see which one works best for you. Here is a link to the results of a search in the official theme directory for "video."
Let us know if you have any further questions.
Thank you,
John-Paul