If you attempted to upload an audio or video file to a post in WordPress, you may notice that all you get is a link to download the file. If you want the file to actually play, you’ll need to use an extra plugin.
By far, the most popular audio plugin is WordPress Audio Player. Video plugins are significantly less popular, probably because video files take up so much space and bandwidth, and it’s so easy to embed videos from external providers.
When embedding audio and video, I prefer to use the Degradable HTML5 Audio and Video Plugin. Sure, it may require some file conversion, but it’s a great way to embed both audio and video files that use the browser’s native (non-Flash) player while also providing the option of a Flash-based player for browsers that don’t support HTML5 embeds.
If you’d rather embed videos from an external provider, it’s easy to do (as mentioned above), but Viper’s Video Quicktags providers a few additional features and customizations, plus it uses XHTML-valid embeds, which most external providers tend to avoid for some strange reason.
Embedding audio and especially video opens your blog to a whole new world of content. Give it a try, you may enjoy it.