Though O'Reilly commits a number of fallacies in this short video, I wanted to focus specifically on the Argument from Ignorance that the video commits. An Argument from Ignorance is an informal fallacy in which one argues that something must be false because it hasn't been proven true or that something must be true because it hasn't been proven false. In the clip above O'Reilly argues that because he doesn't understand how the sun, moon and stars came into existence it must have been God.
Now technically speaking, this is actually an example of a sub-version of the Argument from Ignorance: the Argument from Personal Incredulity. This is a fallacy in which an individual's lack of understanding or inability to comprehend some feature or explanation of the universe is provided as evidence for an alternative account. In effect, O'Reilly is arguing that because he personally doesn't understand astronomy and the astronomical account of the origin of the solar system, that account must be false. That this is a fallacy should be obvious in that one's lack of understanding is only ever evidence for one's lack of understanding.
The major difference between these two is that the Argument from Ignorance relies on some global lack of understanding while the Argument from Personal Incredulity relies more on the ignorance or lack of understanding of a particular individual. The Argument from Ignorance goes, "We (society or science as a whole) don't understand X, therefore X must be false," while the Argument from Personal Incredulity goes, "I don't understand X, therefore X must be false."
In addition to this obvious Argument from Ignorance, there are a number of other fallacies committed here, but I leave that discussion for the comments.
One final note, Mars has two moons.