Mark up videos using the <figure> HTML tag. Mark up the caption using <figcaption>.
Embedding videos from CDS
All CDS videos have an option below them to "Embed this video into your page".
Click this, and simply copy the iframe, and paste it into the source HTML view of your Drupal page. Remember to resize the video by editing the HTML code "width" and "height" attributes if necessary.
Embedding videos from YouTube
For all YouTube videos add ?wmode=opaque to the end of an embedded iframe's URL.
So an "embed" string copied from Youtube
<iframe allowfullscreen="" frameborder="0" height="400" src="http://www.youtube.com/embed/uo60o9Y0RnE/" width="100%">
won't work on CERN sites unless it becomes
<iframe allowfullscreen="" frameborder="0" height="400" src="http://www.youtube.com/embed/uo60o9Y0RnE?wmode=opaque" width="100%">
This ensures that when you come to edit the page the video is on, you can see the Drupal interface clearly. (Without ?wmode=opaque the video sits over the Drupal menus and you can't see what you're editing.)