I think VHS for sure, and maybe betamax.
Just kidding... You can store any kind of file on a flash drive as long as it fits on the drive, but being able to play them is a completely different topic altogether. If you're having trouble playing a particular type of file, you can easily solve the problem by installing a codec pack. A very popular one is the k-lite codec pack for Windows which is completely free. It can be downloaded here for Windows: http://fileforum.betanews.com/detail/KLite_Mega_Codec_Pack/1080441198/1/