The <video>
tag is specific to HTML5, and is very browser dependent. If you care about everyone seeing the video you should not be using this tag yet--wait a few years.
As for why the embed is not working, you'll have to show us code to see what is wrong. Here is an example snippet that should work.
<OBJECT ID="MediaPlayer" WIDTH="192" HEIGHT="190" CLASSID="CLSID:22D6F312-B0F6-11D0-94AB-0080C74C7E95"
STANDBY="Loading Windows Media Player components..." TYPE="application/x-oleobject">
<PARAM NAME="FileName" VALUE="videofilename.wmv">
<PARAM name="autostart" VALUE="false">
<PARAM name="ShowControls" VALUE="true">
<param name="ShowStatusBar" value="false">
<PARAM name="ShowDisplay" VALUE="false">
<EMBED TYPE="application/x-mplayer2" SRC="videofilename.wmv" NAME="MediaPlayer"
WIDTH="192" HEIGHT="190" ShowControls="1" ShowStatusBar="0" ShowDisplay="0" autostart="0"> </EMBED>
</OBJECT>
With any HTML questions, you should tell us what browser and OS you are using. Again, source code is very important to diagnosing problems.