HTML5 video tag
The only real problem I had with this was getting video files that used the right codecs. I have the best results using transmageddon to convert formats. This is available in the ubuntu repositories, at least for Linux Mint.
To get these to play with Internet Explorer (I have version 10) I needed to list the .mp4 version first. This is also needed for some mobile platforms. These work for my Samsung Galaxy Tab 2 and Kindle Fire.
<video controls> <source src="/video/Nanners.mp4" /> <source src="/video/Nanners.webm" /> Your browser does not support the video element. </video>