Movies and audio are very rarely infected, almost never. That depends on bugged software, so that you can be relatively safe of.

Executables... well... no anti virus can protect you in reality from dumb double-clicks. This is because viruses are trained against anti virus software until they can't be recognized. There are mathematically an infinite number of patterns to run a program to trick all kinds of anti viruses. So in reality you can't be safe. Once that's done by an expert virus creator, the best you have to protect you is a behavioral detection of viruses, which may or may not work.

So, don't rely on anti viruses. They barely protect you from script kiddies and legacy viruses.