I was curious for some time how to solve this in elementary methods, without hypergeometric functions, gamma/beta functions, residues, etc, but with some snake oil. It is a bit more involved, but here goes:
The sum that we want to evaluate:
$$
\boxed{\sum\limits_{k} \binom{n+m+1}{m+k+1} \binom{n+m-k}{n} \binom{m+k+1}{k} \frac{(-1)^k}{2k+1}}
$$
Note that
$$
\binom{n+m+1}{m+k+1} \binom{m+k+1}{k} = \binom{n+m+1}{k, m+1,n-k} = \binom{n+m+1}{m+1} \binom{n}{k},
$$
so we can factor out $\binom{n+m+1}{m+1}$ in a way that only $\binom{n}{k}$ remains in the sum:
$$
\binom{n+m+1}{m+1} \sum\limits_{k} \binom{n}{k} \binom{n+m-k}{n} \frac{(-1)^k}{2k+1}
$$
We now use $\binom{n+m-k}{n} = [x^n](1+x)^{n+m-k}$ to rewrite the sum as
$$
[x^n] (1+x)^{m} \sum\limits_k \binom{n}{k} \frac{(-1)^k}{2k+1} (1+x)^{n-k}
$$
It is annoying to deal with $2k+1$, so we use a substitution similar to that of Jack D'Aurizio:
$$
\frac{1}{2k+1} = \int\limits_0^1 y^{2k} dy,
$$
which turns the expression into
$$
[x^n](1+x)^m \int\limits_0^1 \sum\limits_k \binom{n}{k} (-y^2)^k (1+x)^{n-k} dy,
$$
which collapses into
$$
S_{n,m}=\int\limits_0^1 [x^n](1+x)^m (1+x-y^2)^n dy.
$$
We integrate it by parts with $f(y) = [x^n](1+x)^m (1+x-y^2)^n$ to reduce the degree of $(1+x-y^2)^n$:
$$
S_{n,m} = [yf(y)]\big|_0^1 - \int\limits_0^1 y f'(y) dy
$$
For the boundary term, we have $0\cdot f(0)=0$ and $1 \cdot f(1) = [x^n](1+x)^m x^n = 1$, so
$$
S_{n,m} = 1 +2n \int\limits_0^1 [x^n](1+x)^m y^2 (1+x-y^2)^{n-1} dy
$$
We use $y^2 = (1+x) - (1+x-y^2)$ to further turn this into
$$
(1+2n)S_{n,m} = 1 + 2n \int\limits_0^1 [x^n] (1+x)^{m+1} (1+x-y^2)^{n-1} dy
$$
The integral is similar to $S_{n-1,m+1}$, except the mismatch between $[x^n]$ and $(1+x-y^2)^{n-1}$. To mitigate it, we expand
$$
(1+x)^{m+1} = (1+x)^m + x(1+x)^m = 1+x\sum\limits_{k=0}^m (1+x)^{m-k}
$$
Plugging it into the integral, and using $[x^n](1+x-y^2)^{n-1} = 0$, we get
$$
(1+2n) S_{n,m} = 1+2n\sum\limits_{k=0}^m S_{n-1,m-k}
$$
We can get it into finite form by subtracting the expansion of $S_{n,m-1}$:
$$
(1+2n)(S_{n,m} - S_{n,m-1}) = 2n S_{n-1,m}
$$
On the other hand, we can use the symmetry $S_{n,m} = S_{m,n}$ to turn it into
$$
(1+2m)(S_{n,m}-S_{n-1,m}) = 2m S_{n,m-1}
$$
We can eliminate $S_{n-1,m}$ from both identities to get
$$
\frac{2n+1}{2n}(S_{n,m}-S_{n,m-1}) = S_{n,m} - \frac{2m}{2m+1} S_{n,m-1}
$$
This further simplifies into
$$
\frac{1}{2n} S_{n,m} = \left(\frac{2n+1}{2n}-\frac{2m}{2m+1}\right) S_{n,m-1} = \frac{2n+2m+1}{2n(2m+1)} S_{n,m-1},
$$
which finally turns into
$$
S_{n,m} = \frac{2n+2m+1}{2m+1} S_{n,m-1} = \frac{(2n+3) \cdot (2n+5) \cdot \ldots \cdot (2n+2m+1)}{3\cdot 5 \cdot \ldots \cdot(2m+1)} = \frac{(2n+2m+1)!!}{(2n+1)!! (2m+1)!!}
$$
We can now re-express it as
$$
S_{n,m}=\frac{(2n+2m+2)!}{(2n+2)!(2m+2)!} \frac{2^{n+1}(n+1)!2^{m+1}(m+1)!}{2^{n+m+1}(n+m+1)!}
$$
and multiply it with $\binom{n+m+1}{m+1} = \frac{(n+m+1)!}{n!(m+1)!}$ to finally get
$$
\boxed{\frac{(2n+2m+2)!}{(2n+1)!(2m+2)!} = \frac{1}{2n+1}\binom{2(n+m+1)}{2(m+1)}}
$$
Note: You may notice that Jack D'Aurizio uses the other substitution:
$$
\binom{n+m-k}{m-k} = [x^{m}] x^k \frac{1}{(1-x)^{n+1}}
$$
This leads to
$$
[x^m]\frac{1}{(1-x)^{n+1}} \int\limits_0^1 \sum\limits_k \binom{n}{k} (-xy^2)^k dy
$$
So, it instead collapses to
$$
\int\limits_0^1 [x^m] \frac{(1-xy^2)^n}{(1-x)^{n+1}}dy,
$$
which is then computed with the technique from his answer.