[jdl]

...  I imagine if I added caps on each of the 20A ESC boards themselves, it would greatly reduce the video noise.

Great, the noisy video is very annoying and severely degrades the FPV experience!

Sure, one or two large low-ESR capacitor on the PDB or smaller low-ESR caps on each ESC's power lines (this is better) are mandatory for cleaner video. They also protect the other electronic units onboard from potentially destructive voltage spikes when ESCs are braking. They also protect ESCs themselves in case of long power lines (between battery and ESC) - not uncommon situation with larger planes.

Useful articles:

https://oscarliang.com/capacitors-mini-quad/

https://www.rcgroups.com/forums/showthread.php?3240349-Adding-Capacitors-to-ESC-for-Longer-Wire-Length

[TheOtherCliff]

I note on the YEP ESCs running 6S, they have two 470uf caps on the power input lines on EACH esc.
On the small planes, there are NO extra caps on the ESCs - only what the little 20A bare PCBs have on board (can't tell what they are, all surface mount).

I'm a little surprised.  The 5 or 6 brands of cheap 20-30 amp ESCs I have all have input caps off board between the power wires.

[trust]

These are the ones we use on the small planes:
https://www.ebay.com/itm/RC-Turnigy-MultiStar-32bit-20A-Race-Spec-ESC-2-4S-NAKED-OPTO/252530725482?hash=item3acc01126a:g:HBoAAOSwSuNaVywP
  I usually buy a batch of at least 4 at a time.
The on-board caps seem to be fine for functionality, but reducing the power line noise feeding to the video likely needs bigger low ESR caps.

[trust]

Added 1000uf 25V low ESRcaps to each ESC - greatly reduced the video noise on OPOSD - almost completely gone now.
https://www.digikey.com/en/products/detail/kemet/EST108M025AL3EA/3082791
$0.75 each for 10+

[TheOtherCliff]

Was the shipping significant? 

[trust]

$4.99 for First Class. Took a couple days to get here in N. California. Order placed 3/5 - 5 days.
I used to get some items in 1-2 days - not anymore. Still not bad.
My last local shop that carried electronics closed shop end of last year. Sad day. Al Lashers was an icon of the bay area.
Not so much a casualty of the pandemic, but city requirements to upgrade to code.