Version
UE4.27.2, Android Studio4.0, Windows system
Specific issues
Videos can be played in UE4, packaged into PC side can play videos, packaged into Android lost videos
Solution
First, according to the official document requirements, put the video and other related content under the Content / Movies file, and ask for the actual video file. Make sure the video file format can be played on the target platform. If you are not sure, you can transfer the video and try to play it.
Playing Platform Specific Media | Unreal Engine Documentation (unrealengine.com)
Then open the project settings, find the packaging item, click the triangle under the configuration file segment blacklist to expand the additional options, find the additional non-asset directory to be packaged, click the plus sign behind the option, and add the Movies folder.
Finally, repackage and test