If the file contains no unsupported streams and contains one or more video streams either uncompressed or encoded with any Windows Media video codec, the file must use the .wmv extension. These files may also include PCM audio streams, audio streams encoded with any Windows Media audio codec, script streams, and Web streams.
Those sound like possible vectors to me. Or maybe you're thinking of .asf files, also mentioned at that link and described in the surrounding SDK docs.