SyncVue (Windows version due soon) allows for collaborative reviews via a Skype peer-to-peer connection, while Xprove provides storage, alerts clients material is ready, and passes their comments to you.
"The easiest thing if you want the media on your own server would be to setup a Wordpress blog for each client using the video comments plug-in mentioned below. It's all PHP/MySQL, so you can get under the hood and modify as you see fit.
Here's how it might work.
-- Each client gets a blog like clientname.yourdomain.com.
-- You can password protect the subdomain to keep prying eyes out.
-- Each client can subscribe to the RSS feed of their blog. Thus they get instant notification when you post something.
-- Using the Video Comment plug-in linked to below, they can comment on your clips.
-- Set up every user at the client site as an approved author, so comments don't have to be moderated.
It's a few more steps than Xprove, but if having everything on your own server is important to you, it would work. It all comes down to how much time you want to put into this. Both SyncVue and Xprove are pretty inexpensive and the infrastructure is someone else's problem."