We have tested a limited number of video capture devices with the Mixed Reality Capture Framework (MRC). This is not to say that other video capture devices won't work, but below is a list of the devices that we've tested here at Epic Games.
Webcams
USB Capture Dongles
¹ While untested, it is likely that other Magewell USB capture products are just as compatible with MRC, such as their Plus model (for 4K), and their SDI capture dongles (for broadcast hardware).
It is possible for advanced users to write a Media Framework plugin to support their own video capture device.