Why are perpetual motion machines impossible according to the laws of physics?

Every so often, someone claims to have built a perpetual motion machine that can generate energy indefinitely from nothing (see video above). For this discussion topic address the following

-Why are perpetual motion machines impossible according to the laws of physics?
-Do a bit of research and find one perpetual motion machine that has been constructed (or designed) by a past inventor or scientist. Discuss why this machine will eventually run down. Include a picture, illustration and/or video.
-NASA has made news in recent years due to its development of the controversial EmDrive, an “impossible” engine that could make interstellar travel possible. Address the implications of this drive and why it should, in theory, not work according to the principles forbidding the operation of perpetual motion machines. Give your opinion on whether or not you think the EmDrive is a real, operating engine.