There are probably other ways to do this, but when I face tweet a message with a youtube or similar URL, it shortens it with the nbld.us shortener. It would be nice to let Facebook embed the video.
An alternative that nearly does it: put the URL in a blog post and let embedly embed it in the post. Next step: copy the blog post to Facebook notes like Wordbook and others do. It can probably be done by RSS with NetworkedBlogs, right?