In this work, we try to model user preferences in six popular video websites with user viewing records obtained from a large ISP in China. The empirical study shows that users exhibit both consistent cross-site interests as well as site-specific interests. To represent this dichotomous pattern of user preferences, we propose a generative model of Multi-site Probabilistic Factorization (MPF) to capture both the cross-site as well as site-specific preferences. Besides, we discuss the design principle of our model by analyzing the sources of the observed site-specific user preferences, namely, site peculiarity and data sparsity. Through conducting extensive recommendation validation, we show that our MPF model achieves the best results compared to several other state-of-the-art factorization models with significant improvements of F-measure by 12.96, 8.24 and 6.88 percent, respectively. Our findings provide insights on the value of integrating user data from multiple sites, which stimulates collaboration between video service providers.