I'm not aware of any such a plugin. The reason for the using external sites like youtube is because uploading a video is very complex. It must be converted, etc.. in order to be properly displayed. As an mp3 or an mp4 is different from an avi and an swf is different from all of them.. there's so many formats you need something that can handle all scenarios. A video extension is your best bet or to allow users to just embed youtube videos.