Some teaching resources still exist on video. Unfortunately, rarely were these ever captioned and so they will not be immediately accessible to your deaf student. However, if there are support staff working with you in the classroom [see more], they will make the video accessible through their work.
Where possible, use DVDs which are, of course, far more common now than resources on video. DVDs often have captions that have specifically been created for people who are deaf and have been manually embed during post-production. These are very different to the captions created by an auto caption function like that on YouTube, which we do not recommend [see more].
It is common for mainstream movies to include captions as a part of the DVD; less so for DVDs that have been produced by smaller production companies.
Contact the Librarian at your institute to request DVDs that include captions.