MPlayer
MPlayer is one of the best media player applications available. Is is almost strictly monolithic, which means that it mainly consists of a single, relatively small executable, that already contains all necessary codecs. It doesn't need Windows codecs, but does have the ability to utilize external codecs for new formats it may not support natively.
MPlayer is available for all major operating systems, including Linux and other Unix-like systems, Microsoft Windows and Mac OS X. Versions for OS/2, Syllable, AmigaOS and MorphOS are also available.
MPlayer is a command line application which has different optional GUI front-ends for each of its supported operating systems. Commonly used GUIs are gMplayer written in GTK+, MPlayer OS X Extended (for Mac OS X) and MPUI-hcb (for Windows). Cross-platform GUIs are also available, like SMPlayer (Windows and Linux).
GUI Frontends
SMPlayer
MPUI