Even though we've been 99% sure that the Zune is going to have video support at launch—but no video store—it's nice to have a definite confirmation from an official Microsoft source. The Zune Insider blog says that the video The Kill from the band 30 Seconds To Mars is going to be pre-loaded onto the Zune.
Since the first generation of the Zune has that gigantic screen, which has been confirmed by insiders, it makes sense for it to support video. Now we just need to find out what codecs the Zune supports.
30 Seconds to Mars: Preloaded on Zune [Zune Insider]