In recent version of nginx-rtmp-module I have added support for remote video playback over HTTP. The syntax is similar to local playback with the only exception. Play directive argument should start with
http://. Both flv & mp4 formats are supported.
The feature has a limitation. Video file is completely downloaded before playing which might introduce a lag. To cache file locally use nginx http proxy engine and set up playing from localhost.
The new feature is described in wiki directives page.