Discourse forums (which is what we use here) support a number of sites, content from which will be embedded in the post as a onebox.
If you put the media’s URL on its own line, like this:
Discourse will display the playable media onebox instead. Like this:
You can do this with Soundcloud, as above, but also with YouTube
and even tweets
There’s more of course, but I just wanted to give you all an overview of how easily you can embed stuff, and hopefully provide some inspiration.