The WordPress Lightbox Ultimate plugin allows you to embed your media files (images, videos, mp3 etc) using lightbox overlay display similar to the one shown below
- This plugin can be used to display images, mp3, mp4, flash, YouTube, Vimeo, Viddler videos in a lightbox popup. It can also be used with videos hosted on your Amazon S3 account.
Videos embedded with this plugin will impress your visitors!
More details here.