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:

• libavcodec53 and libavformat53 on Ubuntu Linux 12.04 or equivalent.

[source]

In this order, open and install these with the Ubuntu package manager:

libx264-123

libavutil51

libopenjpeg2

libavcodec53

libgcrypt11

libgnutls26

librtmp0

libavformat53

JavaFX Video should now be working

Based on a single comment by Tomoki.Appletv Here