Lossless videos are not very common these days. For example, H.264, MKV, and WMV are lossy videos and a lossless one will take way too much space, therefore Blu-ray files are available in MKV or AVI format. Unfortunately, QuickTime can't play them. Things change for audio files. QuickTime supports Apple Lossless files (iTunes Audio .m4a, .m4b, .m4p) and uncompressed WAV.
To see the page with the supported formats, access the following URL: https://support.apple.com/en-us/HT201290