Can you point us to a URL where this happens?
In your Flash Player settings http://www.macromedia.com/support/documentation/en/flashplayer/help/settings_manager03.htm l do you have 3rd-party Flash content allowed?
For the life of me, I cannot find the settings on this version of Flash.
I have the Flash Player Settings Manager, but no Global Storage Manager.
As for the sites
Or from the sources:
As for Amazon videos, I have found that if I clear my cookies and run the video on a product intro like say a metal detector. I can watch it once, but if I go to another product and try to watch it's video, I get nothing but a loading bar, then go back to the first video and again, nothing but a loading bar until I clear the cookies.