Video geolocalization is a crucial problem in current times. Given just a video, ascertaining where it is coming from can have a plethora of advantages. The problem of worldwide geolocalization has been tackled before, but only using the image modality. Its video counterpart remains relatively unexplored. Meanwhile, video geolocalization has also garnered some attention in the recent past, but the existing methods are all restricted to specific regions. This motivates us to explore the problem of video geolocalization at a global scale. Hence, we propose a novel problem of worldwide video geolocalization with the objective of hierarchically predicting the correct city, state/province, country, and continent, given a video. However, no large scale video datasets that have extensive worldwide coverage exist, to train models for solving this problem. To this end, we introduce a new dataset, "CityGuessr68k'' comprising of 68,269 videos from 166 cities all over the world. We also propose a novel baseline approach to this problem, by designing a transformer-based architecture comprising of an elegant "Self-Cross Attention'' module for incorporating scenes as well as a "TextLabel Alignment'' strategy for distilling knowledge from textlabels in feature space. To further enhance our location prediction, we also utilize soft-scene labels. Finally we demonstrate the performance of our method on our new dataset as well as Mapillary(MSLS) dataset. Our complete dataset with code and models will be made publicly available for future use upon publication.