Usually when the website is not part of an ad network, but instead runs their own ads.
Are these "sites" as in "websites"
Or something more akin to Netflix, endpoints accessed with an "app" on a "TV"
The parent comment's HOSTS file method will fall short, for sure
But a zone file that functions as an "allowlist", cf. "blocklist", can do the job in most cases
If the ads are in the video file then downloading makes more sense than streaming
Ads can be removed from the file, or skipped in the video player
Are these "sites" as in "websites"
Or something more akin to Netflix, endpoints accessed with an "app" on a "TV"
The parent comment's HOSTS file method will fall short, for sure
But a zone file that functions as an "allowlist", cf. "blocklist", can do the job in most cases
If the ads are in the video file then downloading makes more sense than streaming
Ads can be removed from the file, or skipped in the video player