I have several video players on a web page. What can be done to get them all to load the videos faster?
That depends. Are they fetching videos from external sources? Or are the videos on local storage? If the former, then you need to either change it to use some sort of local cache or storage, or invest in a host with better throughput (for loading the videos, and showing them). If it's the latter, it's hard to say without seeing some code. What kind of videoplayer, what is lagging, how long is the lag, etc. etc.
Use adobe media server 5 on your server for fast video streaming. Otherwise us can host your videos on youtube or vimeo.