To reproduce on OSX:

1. Download attached project "VideoTest.zip" and open in Unity on OSX
2. Open "main" Scene
3. Enter to Play mode
Note: Observe that 4 videos are playing
4. Exit Play mode and build this project for OSX
5. Run built project on OSX
Note: Observe that 4 videos are playing
6. Build this project for Windows
7. Run built project on Windows
Note: Observe that none of the videos are playing

To reproduce on Windows:

1. Download attached project "VideoTest.zip" and open in Unity on Windows
2. Open "main" Scene
3. Enter to Play mode
Note: Observe that 4 videos are playing, but most likely they will be broken, so then reimport both videos in the assets again
4. Exit Play mode and build this project for Windows
5. Run built project on Windows
Note: Observe that 4 videos are playing
6. Build this project for OSX
7. Run built project on OSX
Note: Observe that none of the videos are playing

Note: If videos are not playing on the builds that are built for Windows on Windows or for OSX on OSX, Transcode both videos

Reproduced on Unity 5.6.2p1, 2017.1.0f2 and 2017.2.0b1