Depends what you mean by advertisement? If you are talking about regular facebook, twitter post, for example: "look, i found this game using my model. So cool". Then i don't think you are doing anything illegal or immoral. Even if that post increases your chance of selling the model among your followers... Payed advertisements where you would place a link to your model, but image is from the game, without asking developers for permission, would certainly be immoral, and probably illegal. Cause if image/video is from their game, you are using their work basically to advertise yourself, regardless if the model is yours. Always try to ask for permission from game/video creators.
But let's not forget we are the artists, and getting your name known is the key to success. So don't be to afraid to use any opportunity to promote yourself. As long as it is within the bounds of legality and basic morality.