Could be because of size. Some won't play DVD's bigger than 4.38 GB
Or it can be the PAL/NTSC issue. Could be that yours plays only AC3 and not normal stereo.
There are really so many different kinds of players nowadays that it's impossible to say for sure
As a side note. Funny enough the cheaper players often play more formats. How wrong is that
Almost forgot. Some play only DVD-R and not +R or not RW or the other way around