Browsers lack good, consistent native audio/video support. (HTML 5’s audio and video are on the way, but not universal yet.)
Here’s Sound Manager 2, a nice Javascript API via Flash + ExternalInterface to add audio & video to your website.

http://www.schillmania.com/projects/soundmanager2/doc/getstarted/#intro

Demo Audios
http://www.schillmania.com/projects/soundmanager2/demo/page-player/

Demo Videos
http://www.schillmania.com/projects/soundmanager2/demo/video/

here is a live example …
http://paris.conciergerie.com/