Hi Gedstar -
Thanks for supplying the files. I was able to open them with no problem and see pretty much the same thing that you see (and have described) when I view them on my (single) hardware calibrated high end monitor.
When I open your PSD file, for some strange reason, it shows that it has been encoded in the Adobe RGB space (not sRGB), and looks almost exactly the same (ie, normally saturated) as the jpg that you posted yesterday (which has an undefined color space, so should be interpreted as sRGB by most software).
This fairly strongly suggests that when you brought the jpg into PS, somehow, you managed to convert it (...not "assign it") to Adobe RGB. Presumably, if you once again bring the original jpg into PS, but this time with the color space mismatch warning dialong box ON, you'll see exactly what is happening. Another possible reason for this change in color space without a change in the appearance of the image is that if you brought it into PS via ACR, you might have the default output color space for ACR set to Adobe RGB.
That being said, you do need to get color management completely under your control, and I'm sure you will do this, but, to be honest, with respect to your original question (the difference between the jpg and the video), these slight discrepancies in the handling of the jpg really doesn't make much of a difference because it looks the same both before PS and after being imported into PS, and both of these are very different from the colors on the video.
Specifically, notice that the sky in the video is mid-gray, not the very light gray (with watermarks) seen in the jpg / PSD files. Also notice the bright reflection on the forehead of the little girl. This would never occur if the sky was really mid-gray, but could easily occur if there was a thin layer of bright clouds in this sky and the sun was to the right (as viewed by the photographer) and slightly behind the subjects. To me, these observations strongly suggest that the image in the video was almost certainly fairly heavily manipulated (eg, sky selectively darkened, colors too intense).
Basically, I'm starting to think that you just shouldn't take the colors in the video all that seriously.
HTH,
Tom