They're probably going to be in a mind-boggling array of different formats, so I think the best way to do it is to offload the actual playback to something else, not OBS or even a plugin. Whatever you find to play a particular clip, video- and sound-capture that in OBS, and use it as a live source as far as it's concerned.
Then the problem changes to, "How to get the picture and sound output from <insert other app here> into OBS?" The brute-force, almost-guaranteed-to-work method, is to use a separate computer for the playback, with an HDMI output feeding an HDMI capture card in OBS.