Self Video Hosting – Multi Server

there are massive amounts of information on this but I cannot seem to find just what I am looking for.

The Goal

My main wordpress site is hosted on a Leaseweb Cloud Server. I want to be able to show videos to people on that site but do not want the actual video to be stored on that cloud server. I want to store the videos on a dedicated server and than imbed those videos on the main site.

I do not want to use youtube or any of the other video services I want it all kept internal. But I cannot find a way to do this other than setting up my own video script on the dedicated server such as clip-share and than adding embed links to the main site.

There must be a easier way I just haven’t been able to find it as of yet. Also the videos do not need to be encoded they will just play as is and are already in proper format and encoding.

Any suggestions?