Also try MPlayer OS X. That can play nearly any file under the sun, even Windows Media files up to version 8. For WMV9, try Flip4Mac (not free) or Windows Media Player for Mac (it's a POS though).
If you need to find out what type of movie you have, try getting Hexedit. If you open files with this, you can often get very useful info from the start of the file as to the type of movie it is.