If you have a Youtube account, you can create and save playlists. You can then insert such a playlist in your blog, and the videos will play in sequence. Useful for actual playlists as well as long videos that have been split into a number of parts.
Copy the URL of the playlist; it will look like this:
Copy the list number, without the letters “PL” that precede it, and paste it in place of “NUMBER” in the following shortcode:
[gigya src="http://www.youtube.com/p/NUMBER?hl=en_US&fs=1" type="application/x-shockwave-flash" width="480" height="385" allowscriptaccess="always" allowfullscreen="true" ]
Paste the shortcode into the HTML post or page editor, or into a text widget. Dimensions can (or must) be changed – check my posts on main column width and sidebar width.
If you have trouble finding the playlist URL, see here: YouTube Help – How do I share a Playlist?
If you have trouble creating a playlist, see here: YouTube Help – How do I make a Playlist?