Very many of these codecs are not natively supported but instead piggy-backs Microsoft Windows DLL-files by way of patching them to accept function calls from MPlayer. These patched DLLs are then copied onto a Linux or Unix target system running MPlayer.
For some time MPlayer would attach to DLLs from the controversial Sorenson codec to enable playback of most QuickTime movie trailers and the like under Linux. However, as the Sorenson codec was implemented in the FFmpeg library, it will play back this media natively.
Xine is its free software colleague.