Ok, that took a little experimenting.
You need to import the videos into the Photo app, not Movies.
If you use a Mac, then import your videos into iPhoto, create an album and store them there. That will make it easier to sync and find them later.
On a PC create a folder in the same place you keep all the other photo folders you sync with your iPad. Copy your videos into the folder.
On both. Plug your iPad into the computer and select it in iTunes. Go to the Photo sync settings. Make sure the sync video's box is checked. Now select the album/folder with the videos. Sync the iPad. If any of the video formats are incompatible with the iPad's native ability to play them you will get a warning and those videos will not sync.
You can quickly look at what video's synced and play them in the Photos app.
Now when you go to Keynote and add media you should see your new album with the videos in it.