The Microsoft Xbox is a video game console created by Microsoft and released in 2001. It is DVD-based. For FMV, a number of games rely on the Bink Video format. Another format commonly used in Xbox games is XMV which is a custom container format for WMV2 video and Microsoft ADPCM audio.
The Xbox is also known as a legacy-free PC -- i.e., an Intel x86-based PC without such legacy items as floppy drive support -- which facilitates software ports between the regular Windows PC and the Xbox. Thus, it's possible that any number of custom formats used in Windows games might have also been ported to the Xbox.