If you need to play an MKV file,
VLC or
Plex will probably get the job done.
Actually, the latest version of Perian supports MKV in QT Player. The recently-released 7.0 DivX also claims to, but I haven't tried.
This has been said many times in other threads, but it is also worth reminding that Quicktime actually has no trouble at all playing AVI files completely on its own--it's just that the current commonly-used
codecs in AVI files aren't built-in to QT.
AVI, MKV, and MOV are all container formats. Each can hold any number of different audio and video codecs as well as some other features, depending on the format. It's finding those codecs that causes issues.
FLV and MP4 are, I'm pretty sure, also container formats, they're just *much* more restricted as to what codecs they can use so it's all-or-nothing as far as playing them goes (in fact, if memory serves, MP4 is based straight off the MOV container). Same I assume goes for Real files and ASF (usually has a .wmv filename) as well.
As others have said, though, the bottom line is that if you install Perian and Flip4Mac, Quicktime Player will be able to play pretty much anything you throw at it--I've only ever seen a couple of files it won't, and I deal with some rather esoteric Asian video sources on occasion.
VLC is an alternative, and it as well will play darn near anything you throw at it. In my experience it's slightly better with MKV on average and notably worse with WMV than Flip4Mac.