As you can see from the demo widget to the right, with this new version of the Embedder plugin, you can now use embeds in widgets too (including their titles!).
Simply create a global embed as usual, then use it in any widget you like. For the demo widget, I added a new Text Widget and added the text and embeds. The only thing I had to be careful of was setting the size of the video embed to fit the width of the widget, otherwise it’s just like using a global embed in a post or page.
Note: Since widgets do not belong to any specific post or page, you cannot use local embeds inside widgets.