Voici comment lancer une vidéo depuis IOS6.
Inclure le framework suivant:

MediaPlayer.framework

Dans le .h:

#import <MediaPlayer/MediaPlayer.h>

@property (strong, nonatomic) MPMoviePlayerController * moviePlayerController;

Dans le .m:

@synthesize moviePlayerController;

- (void)viewDidLoad
{
        [super viewDidLoad];
        //PLAY MOVIE
        NSString *filepath   =   [[NSBundle mainBundle] pathForResource:@"video" ofType:@"mov"];
        NSURL    *fileURL    =   [NSURL fileURLWithPath:filepath];
        moviePlayerController = [[MPMoviePlayerController alloc] initWithContentURL:fileURL];
        moviePlayerController.shouldAutoplay =YES ;
        moviePlayerController.controlStyle = MPMovieControlStyleDefault ;
        moviePlayerController.scalingMode = MPMovieScalingModeFill ;
        [moviePlayerController.view setFrame:CGRectMake(34, 50, 700, 394)];
        [self.view addSubview:moviePlayerController.view];
        // WHEN THE VIDEO FINISH
        [[NSNotificationCenter defaultCenter] addObserver:self
                                                 selector:@selector(moviePlaybackComplete:)
                                                     name:MPMoviePlayerPlaybackDidFinishNotification
                                                   object:moviePlayerController];
        [moviePlayerController play ] ;
}

Il ne reste plus que de créer la fonction qui capture la fin de la vidéo:

- (void)moviePlaybackComplete:(NSNotification *)notification
{
    moviePlayerController = [notification object];
    [[NSNotificationCenter defaultCenter] removeObserver:self
                                                    name:MPMoviePlayerPlaybackDidFinishNotification
                                                  object:moviePlayerController];
    
    [moviePlayerController.view removeFromSuperview];
    NSLog(@"ENDEDDD");
}

Depuis IOS 5.0 il faut faire un property du player !