These are the urls I used:
I've since changed the nbc.com link to this, since nbc.com did not seem to be supported:
When I tried copy and pasting the youtube link, the url appeared on two lines in my post, so as instructed, I deleted the extra space and put it on one line. When I "previewed it," it still appeared as a text link. I tried copy/pasting again and left it broken on two lines and that seemed to work. (Right now it appears on one line in the post and it seems to be working fine).
But you're right, I think the auto embed is not working properly. I should just be able to copy paste without adding shortcodes--is that correct?