If you have ever wondered what the different types of video formats there are then this should solve that question. Some video formats are better than others and you will need to decide what quality of movie you want as the file size and compression ratios differ.
Note that these are file formats where the windows file .AVI is the most common file format used today. WMV is a Microsoft video format. It was the first codec used to stream video on the internet. This is not last long as MP4 / AVCHD for HD video arrived and displaced it. MPEG2 (MOV) is however still the best quality of the high compression video codecs, that is what is used for HDTV and DVD movies. MPEG4 is similar but uses a large fixed GOF optimized for internet streaming of HD content where blurring of action is acceptable.