Yeah, filters do not always seem to work on those. If they did, we could do something.
What I have done in the past is add JS script to the page which hunts down uploaded .wav/m4a extension files and then renders those in a popup player if the file link is clicked. If you are able to tinker with js/html to show mp4 or other video files, you could modify that for this task.
Probably not the solution you were looking for. But if you want to try ...
You will need the Generico filter for this.
You need to create a template from the bundle file (popupwavplayer.txt) that I have attached here. Just drag the bundle file over the green "bundle" button an empty Generico filter template page in the templates area of the Generico filter settings. And save changes. In safari that drag and drop might now work. In that case use Chrome.
The template needs to be inserted as a widget on page where the attachements are.
You might add it to an html block that shows on that page. After you created the template , it should be possible to just paste the following text into block text area. You have to be a little careful when pasting these things that html artifacts do not come too e.g font or span tags. These can break it. (The safest way is really to type it by hand.)
The Generico filter bundle is attached.