The example given is a product search for Nikon d90. If you scroll down, you will see videos from YouTube:
To add this to your product data feeds, you need to add the YouTube attribute:
The YouTube video ID for product review videos. Video IDs are case sensitive and can be located following the v= in the YouTube video URL.
Google does not promise that even if you do add this attribute to your data feeds that the videos will show, but it can't hurt.
This feature has been on many folks waiting list for a while now.
Forum discussion at Google Base Help.