Use "detail" page -- not a feed
Most video and social media services and have a concept of a feed (or list) and separately there is a "detail" page where only one media item is being shown.
An example of a URL that does work fine:
https://vimeo.com/126035665
Downloadable Files
Vimeo videos can have MP4 support enabled, but the owner has to turn it on.
Streaming files & expiration
Vimeo also produces "streaming" files with a ".m3u8" extension. These files generally expire 1 to 3 hours in the future, so they are available only for a limited time.
Site lock
Vimeo has the capability to "site lock" a video, so it will only play from certain sites. The "streaming" file can temporarily be used to play a video elsewhere, until the link expires.
