Why do the video players make no sound?

In VLC, in Audio settings, I chose Reverse Stereo, and suddenly I got sound back!

Following that: Left, Right, and even regular Stereo now work.

On VLC > Right Click > Audio > Audio Devices > I had 2 devices HDMI Audio and Built in Analog Audio. Selected one was the HDMI Audio. I changed it to Analog Audio and both the players were fixed after that change.

Audio might be muted. In VLC, right-click on the VLC screen, in the context menu select Audio and see if Mute is checked.

As others have mention this is likely a restricted extras issue. The easiest way to install them is to open a terminal and type:

sudo apt-get install ubuntu-restricted-extras

You will need to select 'Ok' for the Microsoft EULA: just tab down until it's selected and press the Enter key.