Windows Media Player which is in built with Windows OS plays most of the formats but if you want to delete the history of your windows media player to prevent others knowing about what you have been listening or watching. It can be done by a simple trick through which you can clear your recent files history in Windows Media Player (WMP).
Open your Registry Editor (Run > type regedit) and navigate to:
Delete the RecentFileList sub-key.
For Streamed Content:
Delete the RecentURLList sub-key.
In the end, exit the Registry Editor, and restart your computer.
That will clean your history for WMP. But if you don’t want to delete the complete history, then delete individual entries from the right pane. That will help you get rid of the files that you don’t want to see in the Recent File list.