However, the state department gave no further information so there was no way of confirming if the American was also on the video.
The station said the four were held by an unnamed militant group and no demands were made.
Private Romanian television station Realitatea TV reported that an Iraqi-American who worked as the journalists' translator was the fourth person kidnapped.
The video, which could not be independently verified, showed three men and a woman seated on the floor in a room, with blankets hung behind them. Two armed men — their faces covered with scarves — pointed guns at them.
One victim used a cell phone to report the kidnapping.
More than 200 foreigners have been kidnapped in Iraq and more than 30 have been killed.
Also Wednesday, dozens of French lawmakers made an emotional appeal for the release of a French journalist Florence Aubenas and her guide Hussein Hanoun held hostage in Iraq for 84 days.
Joined by members of the families of Aubenas and Hanoun as well as former French hostages, dozens of deputies and senators gathered near the Eiffel Tower, releasing hundreds of purple balloons, all marked "Florence and Hussein," into the Paris sky.
"Don't call me crazy when I tell you that these balloons will reach them," said Florence's father Benoit Aubenas.
Aubenas, of the daily newspaper Liberation, and Hanoun were kidnapped Jan. 5. The first public sign of life came March 1 with the release of a video showing a weary and distraught Aubenas pleading for help.
By Mariam Fam