Click on the Videos tab in the main menu;
Select the video that you want to unpublish;
Click the Unpublish button in the statuses widget.
The status of the video will be updated to "Unpublished" and the video will be accessible under the "Incomplete" tab.
You can publish it again by clicking the big green Publish now button or Schedule, or you can delete it from the site altogether.
Note: if your video has unsaved changes, please apply them in order to see the Unpublish button.