WMW, avi, mpeg files and some like these are played well by VLC Media Player.
It is in the repositories, you can install it with sudo aptitude install vlc.
Mplayer might also be OK. It is in the repositories also. gxine could also be
useful. I like it but I rarely use it.
Does totem movie player play WMA with the suitable codecs added to it ?
VLC also plays .flv files downloaded from Youtube.