Embedded videos don't show up on social network sites

I embed videos from youtube and vimeo on my blog, but whenever I share any of these posts on facebook, linkedin, etc, the videos never show up. Instead, these sites want to use an image from a banner ad on my site or from another post with a image in it.

Is there anything I can do in WP to share the video on other sites, or to at least share a thumbnail of the video, or a default image like my site logo?

Thanks.