for the most part, you’re safe; because media files aren’t executable (like exe, appimage, etc) including a virus in the file wouldn’t do much. there could be a zero-day (e.g buffer overflow in the media file that exploits a flaw in the player/decoder, but that isn’t anywhere near as common as including malware in executable files.

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There are a bunch of vulnerabilities for VLC for example. Some of them are based on modified .avi or .mkv files.

Note that those are all known and already patched but there are certainly some vulnerabilities out there that are unknown and/or unpatched. You’re quite unlikely to get one of those though.

The biggest security issue probably is an unpatched system so don’t forget to keep your software up to date.

Every time questions like this get asked, I get interested in seeing if it’s possible and try to get a proof of concept out. I wonder how many people are like me.

You Should never pirate movies, always buy them properly licensed.