We propose n-gram modeling of shot sequences for video semantic indexing, in which semantic concepts are extracted from a video shot. Most previous studies for this task have assumed that video shots in a video clip are independent from each other. We model the time-dependency between them assuming that n-consecutive video shots are dependent. Our models improve the robustness against occlusion and camera-angle changes by effectively using information from the previous video shots. In our experiments on the TRECVID 2012 Semantic Indexing Benchmark, we applied the proposed models to a system using Gaussian mixture models and support vector machines. Mean average precision was improved from 30.62% to 32.14%, which is the best performance on the TRECVID 2012 Semantic Indexing to the best of our knowledge.