|Dash||Not supported yet|
|Webdav||Needs custom implementation|
HLS is the widely used standard in the streaming industry, And gives the best results.
|MP4(h264)||Widely supported and the best choice for VoD|
|MP4(HVAC)||Very little browser support|
|Ogg||Good support from browsers but not supported on IOS|
|WebM||Supported on newer systems and browsers|
|AVI||Not supported by browsers|
If you have content in a unusual or not widely supported format the best option is transcoding.
FFmpeg is an open source command line tool with a small footprint that can transcode all modern formats. There website can be found here
Using this command you can simply transcode all content to mp4 locally.
Another option is to transcode with a video editor or player, these usually have a build in transcoding engine.
VLC is a good free option that makes it possible to save the opened content under a different format.