Embedding a non supported online video from url

Hi all
I’m trying to embed a video into a wordpress blog for a site where I work. My own personal site, I use YouTube or Vimeo and WordPress obviously embeds and plays it all from just the URL, but the service we’re using here hasn’t been added to the WordPress white list so is there a way of embedding the video and having it available like you would a YouTube vid? Would I need some code? A plugin?

Any help you can give me would be very much appreciated.

Many thanks

Daz