Embedded videos are self-hosted and generated on a web page in the same way as HTML5 videos are. How To Download Embedded video from the sites. Embedding allows you to put these videos elsewhere – such as blogs, articles, and other web pages – so that visitors can watch them without having to visit the original web page. It's not as simple as you might think to download embedded videos from video sharing sites like YouTube, Vimeo, Facebook, and Twitter.