Instead of checking the state of playback and start playing next video (via embedCode) when current one is complete, is there a way to give it a list of videos (ie embed codes) then it plays them one after another?
I'm assuming you are talking about the native iOS SDK here.
There is a method on OOOoyalaPlayer called (BOOL)setEmbedCodes:(NSArray *)embedCodes, which takes in an array of NSStrings representing embed codes. These will play through sequentially, assuming actionAtEnd is set to its default of OOOoyalaPlayerActionAtEndContinue.