playsound

// compiling with mingw: gcc -mwindows playsound.c -lwinmm -o playsound.exe
//                       strip playsound.exe

#include <windows.h>
#include <stdio.h>

int main(int argc, char* argv[]) {
  if (argc == 1) {
    printf ("%s <soundfile>\n", argv[0]);
    exit(0);
  }

  if (!PlaySound(argv[1], 0, SND_FILENAME)) {
    printf ("error playing file\n");
  }
  return 0;
}

See also MSDN: Graphics and Multimedia > Windows Multimedia > SDK Dokumentation > Windows Multimedia > Multimedia Reference > Multimedia Functions > PlaySound

Caveat: The sound specified by pszSound must fit into available physical memory. In order to play files that dont fit into memory, waveOutOpen and related functions must be used. Buffers are filled from the file and passed to waveOutWrite. After each buffer has been played, the function returns and another buffer is filled from the file (and passed to waveOutWrite).

Dave Navarro has wav.zip on www.cmdtools.com. wav.zip contains, of course, wav.exe which plays a wave and any other by Windows supported sound files. [Note, these links were broken on November 18th, 2005.]