The likely cause is that the videos are being streamed from an HTTP website. Most browsers will block content from an HTTP site from opening in an HTTPS site - Canvas is always housed on HTPPS sites.
The fix depends on the browser you are using, and often the version. You can learn how at How to fix a website with blocked mixed content.
I hope this helps, and please come back and let us know if it worked.
If the video was created with the Canvas recorder, you need to make sure that flash is enabled. If you are using Chrome, it is blocked by default and you have to turn it on. If you think that Flash may be the issue, just do an internet search for Enable Flash followed by the name of your browser and you can find detailed directions.