Sometimes on a noisy plane I will have trouble hearing a video with my normal headphones (I have a Bose and another brand.)

Are there any headphones out there with a built-in amplifier that will amplify the audio volume? I have a pair that I thought did that, but the volume control rocker was simply controlling the volume on my device (Nexus 6), not actually amplifying.

PSB M4U 2 has it (and noise cancellation, if you want it, though not as good as Bose's) and it's one of the best sub $400 cans out there for sound quality.

What Bose headphones do you have? The earlier models (at least the QC-2s did) have an attenuator switch in the headphone-end plug to accommodate different line levels. If you have those, you may want to try flipping that switch.

I've never been on a flight where my QC-2s haven't been up to the task.

what kind of headphones do you have?
bose makes in-ear headphones, and on-head headphones
the on-head type has ones that go on the ear (supraaural), and those that go around the ear (circumaural)

etc etc

the point being, if you want to hear your source better, its better to address the problem with solution like (active) noise-cancellation, or (passive) sound-isolation. [latter is my preferred choice]

simply making your headphones louder, is not really good for your listening health.

i think bose uses NC. if thats not effective for you, try sound isolation products.

further, amplifiers can, but dont necessarily raise the absolutely loudness level of your headphones. it just makes the sound better / less distorted at those louder volumes.

I look at the dB/mw specification. The ones with higher numbers seem to sound louder. But maybe that's too simplistic and you need to consider other specs too.

The software player that you are using can make a difference too. For example, the Amazon video player on my Kindle is much louder than some other players; even though all the players use the same Kindle hardware, they might limit volume by different amounts. I keep the Amazon video player as low as half to three quarter volume on the scale and it is plenty loud enough, while other players are not loud enough when maxed out.

I agree with Deniah. I have QC-25's and when they're active, I usually have to turn the volume down to about half to 60% of the recommended volume on my phone (there is a suggested volume level on the phone). The drone of the plane is completely suppressed. Only the unexpected noises (chatter, babies crying, etc.) aren't completely suppressed, but even those are very quiet.

deniah gives good advice. The safe solution to being subjected to loud noise for several hours is finding some way to reduce to the noise, not blast through it with something louder.

Although I will say I once found myself on a very loud aircraft with nothing but a pair of insubstantial headphones that didn't even cover my entire ears. I ended up wearing a pair of foam earplugs and then putting the dinky headphones over them. Cranked the volume all the way up on my iPod to try and hear the music through the earplugs, didn't sound very good!

I once had a Sony Viao notebook which had relatively low volume from the audio out. I bought a boostaroo which worked great as an extra amplifier. It was an older model but the current products are here:
http://boostaroo.com/store/Audio-Amplifiers

I have no business affiliation with them. Just a satisfied customer.

For my LG V410 tablet which also has low headphone volume, I'm happy with my FiiO E6

Make sure your max volume limit is not set.