Dipende ke formato è il video.. al esempio io per i .wmv uso:

<object id="MediaPlayer" width=320 height=286 classid="CLSID:22D6f312-B0F6-11D0-94AB-0080C74C7E95" standby="Loading Windows Media Player components..." type="application/x-oleobject" codebase="http://activex.microsoft.com/activex/controls/mplayer/en/nsmp2inf.cab#Version=6,4,7,1112">

<param name="filename" value="http://tuodominio/tuovideo.wmv ">
<param name="Showcontrols" value="True">
<param name="autoStart" value="True">

<embed type="application/x-mplayer2" src="http://media.pmcmovies.com/SixtiesLove.wmv" name="MediaPlayer" width=320 height=240></embed>

</object>