Embed Video

I host my own blog on my own server which i physically own and can touch and hug etc.

Anyway basically i was wondering is there any plugin that will allow me to upload video to my site then embed it into a post and have it play in a player etc. As all the ones i can find are for embedding video from other video hosters etc, not exactly what i want ??

As whats annoying is WordPress have the ability to upload video which is grad but no dam embed support only a link to it, not so good!!