There are several Media PLayers for linux out there, but MPlayer, if configured correctly, can play almost anything under the sun. You can get the source from http://www.mplayerhq.hu/homepage/design6/news.html
There are numerous codecs and libraries you have to download, so make sure you read the documentation to make sure you have the ones you need to play what you want. Also, by default it runs from a shell, so if you want an interface (gui) you will need to read how to install that under the documentation. This is not the easiest media player to install, so if you only want to play one or two types of music, excluding win32 files (like wma), you might want to try a different media player.