Android: Your Android phone should have a really simple video player built in, one that tackles anything you have on your SD card. In the meantime, grab VPlayer, and your XviD, DivX, WMV, MKV, and other files can be played with ease.
It's similar, then, to the RockPlayerBase previously posted, and is similarly in its early stages of development. It's got fewer controls, too, but better second-by-second scrubbing. The app also remembers your place in a video, and may work better for some phones than RockPlayerBase does, given the varying nature of Android hardware. Brad at the Mobiputing blog cites great performance on his Nexus One, and I'm seeing the same.
VPlayer is a free download for Android phones, available in the Market (with donations requested). The developer notes that it doesn't work on Droid X or Droid 2 phones at the moment. [via Mobiputing]