Link: St. Louis Blues Audio shortcode: [audio http://wpthemetestdata.files.wordpress.com/2008/06/originaldixielandjazzbandwithalbernard-stlouisblues.mp3]
Post Format: Video (WordPress.tv)
http://wordpress.tv/2009/03/16/anatomy-of-a-wordpress-theme-exploring-the-files-behind-your-theme/ Posted as per the instructions in the Codex.
Post Format: Video (VideoPress)
[wpvideo tFnqC9XQ w=680] VideoPress, especially as a video post format,...
Post Format: Video (YouTube)
http://www.youtube.com/watch?v=SQEQr7c0-dw Learn more about WordPress Embeds.