change video icons to selected thumbnail?

You can do this with a three easy steps:

1. Create a directory in your theme that will hold all the new icons /themes/theme-name/images/icons/
2. Copy all the images from /wp-includes/images/crystal/ to your new directory
3. Hook into the wp_mime_type_icon filter in your functions.php file

Your filter would look like this:

function change_mime_icon($icon, $mime = null, $post_id = null){
    $icon = str_replace(get_bloginfo('wpurl').'/wp-includes/images/crystal/', WP_CONTENT_URL . '/themes/theme-name/images/icons/', $icon);
    return $icon;
}
add_filter('wp_mime_type_icon', 'change_mime_icon');

To verify this is working, open the media library and browse the media gallery. If you see PHP warnings or errors, somethings has gone awry. If you see the icons displayed, you now have control over the images as they are being pulled from your theme directory.

Be careful not to change the names of the image files as they are called specifically in the core.