RTMP is kind of URL used by media servers, it is a protocol to connect for example a video camera to a media server or a viewer of a streaming event to the media server.
Lets first explain what is a media server. A media server differently from a normal server which is used mainly to host web sites is used to handle media events, audio, video streaming, video chat and so on. and the way they connect to the input which could be a video camera or a microphone and then connect to the output which is a flash player so the user sitting behind a desktop or a laptop can hear or see the video with the stream.
The main media servers are Adobe Media Server, Red5 and Wowza Streaming Engine. All 3 have the RTMP, but the rtmp is used on flash players and it has been decided that flash players are vulnerable to security holes and they use lots of laptop battery so flash players are going slowly out, the new HTML5 Players will not use RTMP.
Red5 the open source version has not yet evolve to support other protocols, while adobe media and wowza have enabled different system to support the HTML5 Player.
An example of a RTMP:
Few hosting companies support media servers or RTMP Hosting, first because it is very resource intensive and so needs high end servers but also because not many people are familiar with the management of media servers and if they are it becomes expensive to hire them on a permanent basis.
There is but a few like Red5 Server and Hosting Marketers. Hosting Marketers was the first hosting company offering media servers on they shared plan, it started with Video One costing $9.95 a month and with one RTMP assigned to the account free of any extra fee. The rtmp was from red5, but now for the last 5 years Hosting Marketers is also offering Wowza Hosting which supports RTMP and HTML5 protocols.