If they're trailers then you can easily extract them because they're WMV but for those that are in Demos/Games and TV/Films it'll take a lot more than just extracting due to the DRM they have in them.
In case it's a video from the Xbox Video Marketplace either look for it somewhere else if possible or capture it with a device (DVD Recorder / HDMI Game Capture Video) because it's close to impossible unless you know exactly what you're doing with it, and the software out there won't do you much good, talking from experience.