If you really wanted to play a video without using YT or Vimeo, we could probably install a Wordpress plugin like http://wordpress.org/extend/plugins/media-element-html5-video-and-audio-player/ that would let you straight up embed an MP4 video file that is uploaded somewhere...shouldn't be too hard but I'm not available for customer support until next week sometime.
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Joke advice that should be real : - (