Here is a page where we test various ways to embed .midi files into a web page. If you're interested in a different audio format, try one of the pages on the left.

First off, we can just put in a bare link. So here's the link to the famous Lord For Thy Tender Mercys Sake.

<object> Tag Set

Then, we'll play Lord For Thy Tender Mercys Sake, but using an unadorned <object> tag.
Lord For Thy Tender Mercys Sake
Add <param name="autoplay" value="false" /> to avoid autoplay.
Also, it seems, that the alignment is rather borked unless we put some height and width to the object.
But it doesn't work in IE6. Not even when one adds a "src" parameter.

<embed> Tag Set

Ok, now we'll try the <embed> element.

Lord For Thy Tender Mercys Sake
So, <embed>, pretty much unadorned save for the autostart="false" requirement works in IE6, whereas <object> does not. Interestingly, I don't get a visible control in Opera or Chrome

New HTML5 <audio> Tag Set

Ok, now we'll try the <audio> element.

I had to add the attribute controls="controls" to get it to show up in Opera. Despite the visible control, it does not play in Opera or Chrome.

Summary

Here's the dope:

Opera
<object>Works fine
<embed>Does not work--no visible control
<audio>Visible control, but doesn't work
IE6
<object>Does not work
<embed>Does work
<audio>Does not work
IE8
<object>Flakey
<embed>Does work
<audio>Does not work
Chrome
<object>Works fine
<embed>Does not work--no visible control
<audio>Visible control, but doesn't work
FireFox
<object>Works fine
<embed>Does not work--no visible control
<audio>Does not work
Safari
<object>Works fine
<embed>Does not work--no visible control
<audio>Visible control, but does not work

So, it seems that <object> but <embed> does not. Then there's IE, where <embed> is the only way to play .wav files. The new <audio> tag doesn't play .midi files in any browser.

What's next?

Redo the exercise with some other formats, such as .wav and .ogg, whatever the hell that is. Do I want to hunt up some .aiff as well?