Here is an example link (edit: I originally had this example link, which also has the issue but then does not match the same posting as the other links below so the first one would have been better). Apologies in advance that the content of this video is political, but you can pause it immediately and not watch if you prefer yet still see the effect.

Caveats:

1. on most desktop browsers I have tried the auto-play is blocked; however in Firefox on Android it auto-plays with sound. For me, (edit: whoops what happened to the word “Chrome”) shows the video embed yet pauses it, properly refusing to allow it to play unless I hit the giant Play button in the center. It has been too long but this may not be standard behavior for Chrome, although I did confirm this effect on 2 different devices from different manufacturers (yet if I made any configuration changes in the past to block auto-playing videos, I definitely would have done it to both:-P).
2. Lemmy.World users are safe for now, as too are users on sh.itjust.works, both presumably b/c they are instances not yet running the latest Lemmy code - though note that that just means that it is coming for you eventually, even if not quite here yet
3. none of PieFed, Mbin (edit: apparently this one does too, after a fashion, read in comments below), or Tesseract auto-play videos either, or as I mentioned seemingly any Lemmy instance prior to 0.19.6, though e.g. viewing this post from lemm.ee, the 3rd largest Lemmy instance, auto-plays it. Others that auto-play it include view this post from Discuss.Online, view this post from StarTrek.Website.
4. Edit: an interesting wrinkle, sometimes when you click the link directly, the video does not auto-play (most desktop situations seem this way, and some mobile devices too). But if you navigate to that post more naturally, e.g. click the link to the community first, then find the post (although note in this case that there are many posts describing this situation, e.g. have the word “ceasefire” in them) and click the link to it (or just hit the back button), then the video does auto-play.

This troubles me. Once again this kind of opt-out behavior offered “for my convenience” reminds me of some other place… although even Reddit offers the option to stop the auto-play feature (except for ads I suppose), whereas I see no such option in Lemmy (the closest would be “Auto expand media”, which I have set to OFF). The number of places - like Netflix - that offers these kinds of “well ackshually these are not ads you see b/c…" really is off-putting to me.

The more you know I suppose.