A family of Microsoft presentation graphics products that offer tools for creating presentations and adding graphic effects like multimedia objects and special effects with text.
Older versions of the media player supported a /Close command line option that you could combine with other options to play a file then close. The /Close option is no longer supported for some bizarre reason.
Beyond that, you'd have to work out how to automate Media Player from VBA or possibly install another media player that allows the kind of control you want from the command line (a non-starter if you need to distribute the presentation to others for playback, unless you can get them to install the same software).