Post Format: Audio
Post Format: Video (WordPress.tv)
Posted as per the instructions in the Codex.
Post Format: Video (VideoPress)
[wpvideo tFnqC9XQ w=680]
VideoPress, especially as a video post format, usually provides some unique styling issues.
You will need to install Jetpack or Slim Jetpack plugin to turn the shortcode into a viewable video.
Post Format: Video (YouTube)
Learn more about WordPress Embeds.