Ben's answer works perfectly on simulator but wont work on the device, You cannot write anywhere on the device. Check code below
NSArray *paths = NSSearchPathForDirectoriesInDomains(NSDocumentDirectory, NSUserDomainMask, YES);
NSString *documentsDirectory = [paths objectAtIndex:0];
NSString *path = [documentsDirectory stringByAppendingPathComponent:@"myMove.mp4"];
[videoData writeToFile:path atomically:YES];
NSURL *moveUrl = [NSURL fileURLWithPath:path];
player = [[MPMoviePlayerController alloc]init];
[player setContentURL:moveUrl];
player.view.frame = viewPlayer.bounds;
[viewPlayer addSubview:player.view];
[player play];
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