Existing web video systems recommend videos according to users' viewing history from its own website. However, since many users watch videos in multiple websites, this approach fails to capture these users' interests across sites. In this paper, we investigate the user viewing behavior in multiple sites based on a large scale real dataset. We find that user interests are comprised of cross-site consistent part and site-specific part with different degrees of the importance. Existing linear matrix factorization recommendation model has limitation in modeling such complicated interactions. Thus, we propose a model of Deep Attentive Probabilistic Factorization (DeepAPF) to exploit deep learning method to approximate such complex user-video interaction. DeepAPF captures both cross-site common interests and site-specific interests with non-uniform importance weights learned by the attentional network. Extensive experiments show that our proposed model outperforms by 17.62%, 7.9% and 8.1% with the comparison of three state-of-the-art baselines. Our study provides insight to integrate user viewing records from multiple sites via the trusted third party, which gains mutual benefits in video recommendation.