If I understand you correctly, there are different videos for each shape, and the shapes are moving around the screen? You want a video to play back in the shape of a star, let's say, and move around the screen?
Masking just "shapes" an image, video, etc. It doesn't lock their movement together. You would need to constantly update the x and y of the video so that it stays centered behind the shape mask. You might even be able to create a movieclip to hold them and move the movieclip instead so that they move together.