Many videos that are embedded into Moodle pages actually reside on Vassar's Panopto streaming server. In order for that embedding to work, your browser must be configured to accept third-party cookies and allow cross-website tracking. Many browsers are configured this way by default, but some are not.
If the space where the video should appear shows the VassarOne login screen or an error message, then you have a browser configuration problem. Here are instructions for correcting that.