Mentioning the file extension is not really helpful. What can be very helpful is telling what codecs are used in those different containers. Use GSpot to identify the codec in use for each type of file.
Since this is your first post, I want to show you this link below. If you click on it, you will be shown a post that contains further links to troubleshooting quides and the information needed to help us help you.
This ARTICLE will give you some background on the AV "wrappers." Though written for AVI, the other formats that you mention can be the same.
Conversion of your source files to DV-AVI Type II (for SD material), will very likely solve your issues.