Compiled bellow are several resources informing you where you can upload your videos for your courses. Feel free to experiment with other video hosting options, but make sure whatever you choose provides you the ability to caption your videos.
Upload, or record a video or audio file within the Rich Content Editor. If you need further instruction on recording a video in Canvas, check out this Canvas tutorial.
After your media is uploaded, save your assignment or media on a page. Go to the video, enlarge it, and add captions to your video directly on your page. Further instructions on how to add captions can be followed on this Tutorial.
Using Youtube to host your course video, you have the ability to embed the video within your Canvas course.
YouTube is the most used video sharing platform, videos are accessible across many devices (computer, mobile devices, gaming consoles, televisions), and it's very easy to share and embed these videos almost anywhere.
With Youtube, you are able to upload, create and allow community contribution subtitles for your video. To find out more about captions in Youtube, look at this HSU captioning resource.
You can store large files on Google Drive. If you have many videos that you'd like to share with your class, it would be preferred to store them on your Drive account rather than in the limited space on Canvas.
You can check out this google tutorial on how to share items in your drive through a link.