Ubuntu 15.04 is not on the supported list for Java but JavaFX video does seem to work after installing a scattering of packages. Guide written with 64bit Xubuntu and Java 1.8.0_60-b27
For JavaFX to work:
You must install GLIB 2.28 in order to run JavaFX Media.
You must install the following in order to support AAC audio, MP3 audio, H.264 video, and HTTP Live Streaming:
libavformat53on Ubuntu Linux 12.04 or equivalent.
In this order, open and install these with the Ubuntu package manager:
JavaFX Video should now be working
Based on a single comment by Tomoki.Appletv Here