(This is a blog post I wished someone had already written so I could have found it quickly yesterday.)
The European Parliament TV site’s streaming system, used on pages such as this one, triggers the Totem plugin on my Ubuntu, which promptly crashes. :-| I’m fairly sure it uses some Windows codecs.
There is a mobile site for their main TV channels (video and audio streaming) which works a bit better – you can extract the rtsp stream from the links, and pass it to VLC. But if the session you want isn’t on TV, you’re out of luck. (Worse is if part of it is, and then it switches to something irrelevant in the middle!)
Fortunately, André Loconte has written a script which finds the right URL in such pages and passes it to mplayer with the right options. Thanks to him. Note that you may have to try various values for the “language” constant defined near the top until you find the one which is right for you. (It seems they do not allocate languages to channels consistently.)