If you don't regularly sync with your phone with your computer, the easiest way might be to use the Dropbox app. I'm copying my answer from a previous question:
The easiest way is to use Dropbox (you have Dropbox right?). Put the photo in your Dropbox, go to the same folder using the Dropbox app on your phone, click on the video, click the little share button in bottom left, and then choose "Save Video."
Note that videos are generally pretty large in file size. You should probably be connected to wifi on the phone before attempting to do this.