How do I make vids from any source share to facebook

This is a problem I have yet been able to get an answer on and really hope someone can offer a solution. I post political video to my blog and then share them to facebook. Only Youtube videos generate thumbnails and are playable in facebook. A video from any other source will not generate a thumbnail and only a link will appear on facebook. Now if I was to take a direct lik to the vid from any source and directly post it to face book they will work. That defeats the purpose of me posting them on my blog and generating traffic to my site. Can someone please advise why this happens and what plugin I need to make this work?