Video players that display audio waveforms

I found one that does what I was looking for. It's not just a video player but a subtitle program called Aegisub.

As opposed to suggested software in other answers, you can se the waveform of the entire video (to be exact: of one of its tracks) and use it - for example - for navigating through the video.

VLC supports all platforms.

It has an Oscilloscope function,

and a Spectrum function.

WinAmp can show an oscilloscope, or spectrum analyzer while playing video. You may need to use the Big Bento skin (comes with WinAmp).