This issue makes no sense to me. I have loaded some mp4 videos from my PC to the nook. If I am at home on our WIFI, mp4 vidoes play fine. But if we leave the house and we are in, lets say, our car on a long trip, the videos won't play. Video also doesn't work on a plane or anywhere else without WIFI connected. Why?
This issue makes me want to return the Nook and buy an iPad.
You do not need Wifi to play MP4 videos.
Did you perhaps copy a link to videos on your home network, instead of the video files themselves?