I think i got this one. So i had the same problem, couldnt delete a video once i put it on my nano. Heres what worked for me.
Go to iTunes, go to your device, go to 'Recently added' (Or wherever you can find the video). Find the video file in question.
Right-click, and 'get info'. In the menu you have 'Summary, Info, Video, Sorting, Options, Lyrics and Artwork. Go to 'Options'.
Change the 'Media Kind' to 'Music Video'. Click OK, this might take a while for large files but just wait it out.
Go to iTunes and find the video file in question.
Right-click it and select Get Info.
Select the Options tab.
Change the Media Kind to Music Video.
Click OK - this might take a while for large files but just wait it out.
After it is done you can now view the video file under the 'Music' list-namecategory at the top left of iTunes for your device. This will give you all your music, so use the search box (top right) to locate your stupid video file. It will have a little tvTV icon next to it, making it easier to find. From there you can just delete like normal! Lovely lovely!