Where are the video files stored in RELATION to your document? For example, if the video files are in a sub-directory called MEDIA in your local site folder, you'll need to adjust the path accordingly.
<source src="MEDIA/YourVideo.ogg" type="video/ogg">
<source src="MEDIA/YourVideo.mp4" type="video/mp4">
<source src="MEDIA/YourVideo.webm" type="video/webm">
But as John said, a link to your test page is the best possible way for us to help you.
Nancy O.