Apologies - I missed the Docs part.
It appears that this is not supported at present - there has been a lot of requests for it in the forums so I have no doubt that it will get implemented.
The only thing I can think of as a workaround would be to share the video and provide the link on you site or use an iframe on your site that points to the shared link.
I will leave this content here for others as it may be useful.
Note: The following does not apply to Google Docs Video - only Google Video
You should be able to use the Embed Video
link.
Note: Google are no longer offering the ability upload to Google Video
How do I put a video on my site?
To embed a video on websites or blogs,
refer to the instructions below. The
embed code is only available on
certain videos that were uploaded to
Google Video.
- Visit Google Video and find the video you want.
- Click on the "Embed video" link on the right-hand side of the playback
page.
- Copy and paste the HTML code to your webpage.
- If you'd like your embedded video to begin playing automatically, go to
the end of the embed code and add
FlashVars="autoPlay=true".
If the HTML code doesn't appear and
you've uploaded the video, you may
need to change your video's settings.
Here's how:
- Sign in at https://upload.video.google.com.
- Click "Edit Video Info >>" beside your video in the "Video Information"
column.
- Click "Advanced Options."
- Select "Allow users to place this video on their own websites" next to
"Embedded video."
- Click "Save Video Information."
Taken from this Google FAQ article