Appears to be an issue with all the stuff created in the PC realm, and not sticking to a standard.
It's not anybody's fault really, but it is true.
With Quicktime media, there have only ever historically been a fairly small number of codecs used. As a result, Quicktime video works pretty reliably -- even in Linux
without using Quicktime.
With Realplayer as well, not that it really exists anymore, the same was true.
With the AVI and other formats used primarily on Windows, there was complete chaos in terms of what was used for audio, what was used for video, which wrappers were used with which codecs, etc, etc. And it doesn't help that there are tons of third-party codecs, fourth

party hacks of third party codecs (like all the variations on the DivX theme).
Once you leave the major commercial options, there are two major free options: mplayer and vlc. They are slightly different. Generally, the model of vlc is that it contains / bundles all the codecs it needs to do most of its functions. Mplayer is more modular -- you need to install codecs manually. Mplayer I think generally has the reputation of playing more media than
anythin else, but it doesn't have the greatest interface -- it isn't pretty at all. And you have to hunt for codecs. VLC is slightly more limited (although it still seems to play
almost everything) and tends to be relatively low-hassle since it comes with most of the codec stuff it needs.