You may need an answer to this question if you want to play one video after the other without letting the user know the source has changed (to the user they will seem as if playing just one video). Similar questions may be:
This result is achieved taking advantage of a HTML5 canvas element to cover the source change. An example can be seen on this page.
You can find the code of the page here below, opportunely commented to clarify how it works (hint: all interesting comments start with "COMMENT:" to aid the search).
Seamless video transitionExpand source
The result on your page can also be improved implementing cache for your videos.