I've done a bit of research on here and it looks like it is not possible to embed video into email invite.
However, the other day I received an email from American Express about Vivid festival here in Sydney and there was a GIF file in an EDM:
Is there a way to do this in marketo?
A GIF is a GIF. It's not a video.
Not all mail clients will actually animate animatable GIFs. Some show only the first frame, so you have to make sure that looks acceptable.
Other than that it's the same as embedding any other image.