I don't often embed videos in posts, but happened to have done several video embeds since moving to Wordpress 3.5. Invariably the video disappears when the post is published. It's there when I Preview, but publication of the post removes the video without a trace. I've been editing the post and then re-embedding the video after publication; then it sticks.
Found a post to the Wordpress forum from someone who'd had the same experience. Here's the reply (from a forum moderator, posted 1 week ago):
"There is a known issue with markup & embeds in scheduled Posts that should be fixed in WordPress 3.5.1 (due out shortly)."
Just fyi… Until 3.5.1, best to check whether embedded videos in scheduled posts actually published!