HTML - Video Media Types

Flash (.swf) and MOV (.mov) file types are also supported by the <embed> tag.

• .swf - Macromedia's Flash file types - very high compression, great for the web!.
• .wmv - Microsoft's Window's Media Video file types - good quality, variable compression.
• .mov - Apple's Quick Time Movie format - good quality, variable compression.
• .mpeg - the accepted standard for web movie files created by the Moving Pictures Expert Group - good quality, variable compression.

The list above outlines some of the most common "internet-ready" video files. Macromedia's .swf and .mpeg formats may be the best options for use with the web because the high compression rate of these file types reduces file size and expedites the download/buffering periods for your page visitors.
You may also simply place the URL of your media files into the href attribute of an anchor  tag, much like the concept of "thumbnailing" images. 

HTML Code:

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<a href="http://www.tizag.com/pics/flash/motiontween1easy.swf">
motiontween1easy.swf</a>

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Flash Media:

motiontween1easy.swf

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