You will need to use iframe. For example adding a markdown video to the basic RMD template:
---
title: "iframe"
author: "Example"
date: "22 July 2016"
output: html_document
---
```{r setup, include=FALSE}
knitr::opts_chunk$set(echo = TRUE)
```
## R Markdown
This is an R Markdown document. Markdown is a simple formatting syntax for authoring HTML, PDF, and MS Word documents. For more details on using R Markdown see <http://rmarkdown.rstudio.com>.
<iframe width="560" height="315" src="https://www.youtube.com/embed/6A5EpqqDOdk" frameborder="0" allowfullscreen></iframe>
When you click the **Knit** button a document will be generated that includes both content as well as the output of any embedded R code chunks within the document. You can embed an R code chunk like this:
```{r cars}
summary(cars)
```
## Including Plots
You can also embed plots, for example:
```{r pressure, echo=FALSE}
plot(pressure)
```
Note that the `echo = FALSE` parameter was added to the code chunk to prevent printing of the R code that generated the plot.
Note that the video will not appear in the preview window but will when viewed in a browser connected to the internet.
