Most browsers, when configured to block cookies, will also block localStorage. Attempts to use it will result in an exception. Do not forget to manage these cases.

var video = document.querySelector('video')
try {
    video.volume = localStorage.getItem('volume')
} catch (error) {
    alert('If you\\'d like your volume saved, turn on cookies')
}
video.play()

If error were not handled, program would stop functioning properly.