So far there's no way of doing a short video on boot, at least that I know of.
Everything else depends on what you're using. You can set up a boot logo for Hekate, more details are here:
Atmosphere's fusée-secondary can also use a custom splash screen, check it out here:
ReiNX has a toolkit for using a custom splash:
I used to use SwitchBlade for this a long time ago, but it hasn't been updated in a long time:
I'm sure there are other methods too.