I don't think you need to show videos, but definitely discuss street safety with your children when they are young. Possibly several times at different ages.

When I was young my dad took me out to the curb and warned me about the dangers of being on the street. He pointed out how fast cars were going, how being hit could be really damaging, how animals not infrequently died from being hit. He also warned about getting excited while playing games and inadvertently running into the street. Even bicycles were a danger. Everything changes at the curb. Having a good imagination, I took the lesson to heart.