Simple Live Wallpaper Manager is an app that will help you set a MP4 video file as your wallpaper.
It offers some customization options for it like:
- Selecting a different video to play when the device is locked.
- Let you keep playing the video even if the screen is off.
- If the video includes audio you can change the volume so either it stays muted or if you want to listen to it.
- App will be free forever, without ads.

Disclaimer: Wallpaper shown in the screenshots is NOT included.