I've tried the following video in every Linux program imaginable:
mms://webvid.rice.edu/annenberg/Economics_USA_01.wmv

Can anyone play it on their machine? I tried it using aviplay, mplayer, xine and vlc. It will only play when sound is disabled. It plays fine in Windows Media Player with sound. Any ideas?

Here's a sample output from mplayer:
[rsolomon@freedom test]$ mplayer mms://webvid.rice.edu/annenberg/Economics_USA_01.wmv
MPlayer 1.0pre2-3.2.2 (C) 2000-2003 MPlayer Team

CPU: Intel Celeron 2/Pentium III Coppermine,Geyserville 647.0 MHz (Family: 6, Stepping: 3)
Detected cache-line size is 32 bytes
CPUflags: MMX: 1 MMX2: 1 3DNow: 0 3DNow2: 0 SSE: 1 SSE2: 0
Compiled for x86 CPU with extensions: MMX MMX2 SSE

Reading config file /usr/local/etc/mplayer/mplayer.conf: No such file or directory
Reading config file /home/rsolomon/.mplayer/config
Reading /home/rsolomon/.mplayer/codecs.conf: Can't open '/home/rsolomon/.mplayer/codecs.conf': No such file or directory
Reading /usr/local/etc/mplayer/codecs.conf: Can't open '/usr/local/etc/mplayer/codecs.conf': No such file or directory
Using built-in default codecs.conf
Font /home/rsolomon/.mplayer/font/font.desc loaded successfully! (206 chars)
Linux RTC init error in ioctl (rtc_irqp_set 1024): Permission denied
Try adding "echo 1024 > /proc/sys/dev/rtc/max-user-freq" to your system startup scripts.
Using usleep() timing
Can't open input config file /home/rsolomon/.mplayer/input.conf: No such file or directory
Can't open input config file /usr/local/etc/mplayer/input.conf: No such file or directory
Falling back on default (hardcoded) input config

Playing mms://webvid.rice.edu/annenberg/Economics_USA_01.wmv
Failed to create AF_INET6 socket:
Resolving webvid.rice.edu for AF_INET...
Connecting to server webvid.rice.edu[128.42.33.86]:80 ...
Stream bitrate properties object
Max bandwidth set to 0
Failed to create AF_INET6 socket:
Resolving webvid.rice.edu for AF_INET...
Connecting to server webvid.rice.edu[128.42.33.86]:80 ...
Cache size set to 1015 KBytes
Connected to server: webvid.rice.edu
Cache fill: 14.20% (147456 bytes) ASF file format detected.
============ ASF Stream group == START ===
object size = 50
stream count=[0x4][4]
stream id=[0x1][1]
max bitrate=[0x5f07][24327]
stream id=[0x2][2]
max bitrate=[0x12186][74118]
stream id=[0x3][3]
max bitrate=[0x232f6][144118]
stream id=[0x4][4]
max bitrate=[0x47f8e][294798]
============ ASF Stream group == END ===
VIDEO: [WMV2] 320x240 24bpp
Clip info:
name: Economics USA 01
author:
copyright: (c) 1985 Educational Film Center
comments: Economics USA 01: Resources & Scarcity
==========================================================================
Opening audio decoder: [ffmpeg] FFmpeg/libavcodec audio decoders
AUDIO: 22050 Hz, 2 ch, 16 bit (0x10), ratio: 2751->88200 (22.0 kbit)
Selected audio codec: [ffwmav2] afm:ffmpeg (DivX audio v2 (ffmpeg))
==========================================================================
vo: X11 running at 1024x768 with depth 24 and 32 bpp (":0" => local display)
==========================================================================
Opening video decoder: [dshow] DirectShow video codecs
FATAL releasing corrupted memory! 0x8690dc8 0x0 (12)
Decoder supports the following YUV formats: YUY2 IYUV UYVY YV12 YVYU I420 YVU9
Decoder is capable of YUV output (flags 0x7f)
VDec: vo config request - 320 x 240 (preferred csp: Packed YUY2)
[PP] Using codec's postprocessing, max q = 4.
VDec: using Planar YV12 as output csp (no 0)
Movie-Aspect is undefined - no prescaling applied.
VO: [xv] 320x240 => 320x240 Planar YV12
FATAL releasing corrupted memory! 0x8699228 0x0 (13)
Selected video codec: [wmv8] vfm:dshow (Windows Media Video 8)
==========================================================================
Checking audio filter chain for 22050Hz/2ch/16bit -> 22050Hz/2ch/16bit...
AF_pre: af format: 2 bps, 2 ch, 22050 hz, little endian signed int
AF_pre: 22050Hz 2ch Signed 16-bit (Little-Endian)
AO: [oss] 22050Hz 2ch Signed 16-bit (Little-Endian) (2 bps)
Building audio filter chain for 22050Hz/2ch/16bit -> 22050Hz/2ch/16bit...
Starting playback...
Total Unfree 967602 bytes cnt 154 [(nil),0] 4/ 4 0% 0% 0.0% 0 0 0%%

It worked for me. My version of mplayer is MPlayer 1.0pre5-3.2. You can either recompile mplayer or test your memory for any problems with memtest86.

mplayer was just using the wrong audio codec. Here's how I fixed it:

mplayer mms://webvid.rice.edu/annenberg/Economics_USA_01.wmv -ac divx

No audio problems now. Ahh, no more going into Windows either.