Follow the instructions here:
http://kb.mailchimp.com/campaigns/images-videos-files/add-video-to-a-campaign
Use the unique video ID at the end of any of your videos to create the Mailchimp embed video tag.
Video:
https://fwd4.wistia.com/medias/XXXXXXXX
Becomes this in Mailchimp:
*|SERVICE:[$vid= XXXXXXXX]|*
The other settings you see are optional.
*|SERVICE:[$vid= XXXXXXXX, $max_width=300, $watch_url=https://fwd4.wistia.com/medias/XXXXXXXX, $trim_border=N]|*