I am currently using the vimeo embed code for iframe and all has been working fine until recently. All of the sudden the fullscreen button on the player no longer works. Same thing is occurring on Windows with FireFox version 41.0.2, but conversely works on Mac OSX. Chrome fails to go fullscreen on both Windows and OSX.
Try adding the html5 fullscreen attributes to your iframe:
<iframe src="//player.vimeo.com/video/VIDEO_ID" width="WIDTH" height="HEIGHT" frameborder="0" webkitallowfullscreen="true" mozallowfullscreen="true" allowfullscreen="true"></iframe>