Different countries have different standards for videos and television signals. TV broadcasts and videos/DVDs for sale in the USA, Canada and Japan are produced according to a standard called NTSC; most European countries follow a different standard called PAL. We won't go into technical details here: suffice to say that a PAL-format video requires a PAL-compatible player and television set, and the same applies to NTSC. If you live in the USA you cannot play videos manufactured for sale in the UK and vice-versa. The only exception is if you own a high-end multi-standard VCR player and TV (i.e. a set that is designed to be compatible with both video standards).
The same is true for DVDs, with an additional limitation: DVDs are region-encoded, i.e. have a special code to ensure they can be played only on players sold in the same country or geographical region. For example, even though Japan and the USA use the same video standard (NTSC), a DVD released in Japan (region 2) will not play on a DVD player sold in the USA (region 1).