const $content = $('.video');
const $headers = $('.video-links a').on('click', function() {
const href = $(this).attr('href');
$headers.removeClass('active').filter(this).addClass('active');
$content.addClass('video-off').filter(href).removeClass('video-off');
});
или
const content = document.querySelectorAll('.video');
const headers = document.querySelectorAll('.video-links a');
headers.forEach(n => n.addEventListener('click', onClick));
function onClick({ target: t }) {
const href = t.getAttribute('href');
headers.forEach(n => n.classList.toggle('active', n === t));
content.forEach(n => n.classList.toggle('video-off', !n.matches(href)));
}