WordPress, how do I love thee? Let me count the ways (in 140 characters or less).
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[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.
Link: St. Louis Blues Audio shortcode:
Posted as per the instructions in the Codex.