You can embed Instagram videos now! This totally made my day. (It takes very little to make my day.) Click on the three-dot drop-down menu on the bottom right-hand corner of the video in your feed (on your desktop, not mobile device). Click on View Video Page. Then on the far right you will find an arrow-share icon. Click on it to get the embed code. And voila! Anna Kendrick's video is on your blog in all its glory.
From Anna Kendrick (annakendrick47 on Instagram):
And then Tavi Tulle's is (tavitulle on Instagram):