Recently I had a rather complicated WordPress problem. The client had different videos on their pages and they decided that they wanted them on the sidebar instead of being in the content.
After much tweaking and researching I discovered a way to do this.

Download and install the following plugins:
1. ProPlayer
2. Widget Logic
3. Executable PHP widget

Once installed upload your videos and their preview images.

Add the PHP Widget to your sidebar. Then add the php code similar to this:

<?php
print insert_proplayer(
array(
“width” => “200″,
“height” => “213″,
“image” => “http://www.praxmatrix.com/i/video_icon_full.jpg”,
“playlist” => “none”
),
“http://www.youtube.com/watch?v=7sjSHazjrWg”
);

?>

In the Widget Logic section of the widget add simlar code depending on the page you want it to show up on: is_page(26)

Keeping creating PHP widgets for as many different pages you have.