How to convert WMA lossless to FLAC?

I've used avconv with great success. It's a command-line utility and has a vast number of options.

The avconv utility is provided by the libav-tools Install libav-tools package (starting in Ubuntu 12.04). To install that, click that link or run:

sudo apt-get update && sudo apt-get install libav-tools

I needed only the most basic conversion of WMA to FLAC (the same as you're asking for). To do that with avconv

avconv -i <input-filename.wma> <output-filename.flac>

For more information, see man avconv.

To convert all WMA files inside a directory, you can use the following script:

for file in *.wma; do avconv -i "${file}" "${file%%.wma}.flac"; done

To convert WMA to FLAC, you could try soundconverter, a graphical application, but it allows to add multiple files and directories. It keeps the metadata if the output format supports it. To install it enter into your terminal this: sudo apt-get install soundconverter