The answer here is maybe, but there are some important conditions you must follow.

Importantly:

The copyrighted material must be taken from a legitimate copy

​This must also mean:

• A digital lock wasn't broken in order to access the material
• The material isn't bound by a contract that prevents use(e.g. iTunes, Spotify, iStock Photo)
• The material is cited
• Your video is not for promotional or commercial purposes
• The material is used to create a transformative work (something substantially different than the original)
• Use in your video will not impact the market for the material

Even if you follow all these rules, video sharing websites like Youtube may still flag your content for violating copyright, so it's best to avoid using copyrighted works whenever possible.