Unfortunately no. Libraries usually do not lend each other media items (DVDs, videos, etc.).
The exception is for instructors booking films for classroom showing. If you're an instructor and you want to show a specific film which SFU doesn't own, please complete an interlibrary loan request using the Media booking form. SFU is a member of the BC Media Resource Sharing Agreement, which allows BC post-secondary libraries to lend each other media items.
To check if another library in BC has the video you want, access Outlook Online and limit your search to the "ELN Media Catalogue".