Youtube Video Thumbnails is a WordPress plugin that loads thumbnails from RSS feed. The actual video will be loaded inside jquery lightbox(if installed)
Lightbox plugin required, such as:
Lightbox Plus implements ColorBox as a lightbox image overlay tool for WordPress. ColorBox was created by Jack Moore of Color Powered and is licensed under the MIT License. Lightbox Plus permits users to view larger versions of images without having to leave the current page, and is also able to display simple slide shows. The use of the dark or light background, which dims the page over which the image has been overlaid, also serves to highlight the image being viewed. Lightbox Plus captures the image title for display in the overlay. Lightbox Plus is able to lightbox images displayed using WordPress build in gallery.
WordPress Youtube Video Thumbnails download: http://wordpress.org/extend/plugins/youtube-videos-thumbnails-with-lightbox-popup/