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Pretty sure these two lines cover most of the examples OP mentioned. Using a sound effect or VO line from a videogame for noncommercial means is both a tiny portion of the totality of the work, and will likely have no effect on the market or value for that work.
As @finitebanjo@feddit.online quoted, fair use only applies
Of the four criteria for fair use, the first one is pretty much that it should be one of those purposes. (https://www.copyright.gov/fair-use/#%3A%7E%3Atext=Courts+look+at+how+the+party+claiming+fair+use+is+using+the+copyrighted+work%2C+and+are+more+likely+to+find+that+nonprofit+educational+and+noncommercial+uses+are+fair. details these criteria. The first criterion also includes favoring saying that really transformative and creative use is fair use hence sometimes sampling doesn't need permission.) IANAL but this is what we see in case law and case law doesn't seem to support a noncommercial personal use exemption, even if undistributed. (to answer OP's question, it's technically illegal but nobody gets sued for it because 1. nobody knows if you don't punish your crime 2. lawyers cost money so why bother such a PR scandal)
Here's a good Tom Scott video covering the allowed purposes: https://www.youtube.com/watch?v=1Jwo5qc78QU
Ringtones and notifications are different because they are legal public performance of something still copyrighted: https://www.eff.org/deeplinks/2009/10/court-rules-phones-ringing-public-dont-infringe-co
FALSE, THIS USER ABOVE IS LYING.
ALL TYPES OF NONCOMMERCIAL USE CAN ALSO BE FAIR USE. (Until the judge says otherwise and it doesn't get overruled).
https://www.copyright.gov/fair-use/#%3A%7E%3Atext=Courts+look+at+how+the+party+claiming+fair+use+is+using+the+copyrighted+work%2C+and+are+more+likely+to+find+that+nonprofit+educational+and+noncommercial+uses+are+fair :
Edit:
Well, yeah, according to the criteria I've detailed with sources above.
On its own, a noncommercial use is fair use, unless other factors get in the way of that. I will ammend my previous comment to be less absolute.
Your phrasing sounds like fair use is the default case for non-commercial when really it just makes it "more likely" legal. The most obvious example is Hachette v. Internet Archive. US copyright is so pro-business that you never know until the gavel is down.
Well obviously printing copies for free is illegal, thats just how antipiracy laws work, but the courts clearly stated even in that link that if IA had made sure the print to copy ratio was 1:1 or that notable changes to make it considerably transformative then it would have been fair use.
Then your criteria isn't "noncommercial but "noncommercial and transformative" ("the first factor, the purpose and character of the use, disfavored fair use because although the use was noncommercial, it was also not transformative"), which OP's examples aren't. Using film music for your videos isn't transformative. Law doesn't have a "I didn't distribute my video" exception either unless that's how the music was licensed to you.
Fair Use at its core requires you are creating something and not making copies. Its an integral part of the conversation. Therefor it is heavily implied.
Thus it doesn't apply to OP's examples, that is my point.
(FWIW you can make a copy of a copyrighted image to extensively critique it as long as the copy is not unreasonably detailed.)
The critique itself is the new content, and the copyrighted image is an accessory to that.
Only if you do separate them and do not distribute the copyrighted image.