Vimeo Video Embed

I'd like to embed a vimeo video but somehow the suggested video embed code doesn't seem to work for me. Is this a known bug for vimeo?

http://support.syncsketch.com/topic/441472-annotat...
In this workaround, I've simply added the direct link to the video, and a thumbnail of it.

It would be ideal to integrate it in a way the image would be the player widget...