Hi Wentao,
Good question. We use a lot of services for different portions of the platform. I don't know about all of them, but I can offer a bit of information about video.
Our default video player (the one you see used on
edx.org) is youtube backed as you noted. Most of our
edx.org courses use that player, but some chose not to (for example, CS50x, which hosts its videos as .mp4s on a CDN). To compensate for the fact that youtube is blocked in a few countries and that some students can't stream video quickly enough or want to watch offline, we usually post links to amazon S3 hosted files on
edx.org so users can download any videos they wish. It's not perfect, but it's certainly better than a complete blackout.
If you're looking to host your own videos or to use other providers, you can always incorporate arbitrary html into a vertical and host whatever videos you need (vimeo, self hosted, youku, todou, CDNs, etc.) .
Cheers,
John