http://bugs.winehq.org/show_bug.cgi?id=27883
--- Comment #8 from Andrew Eikum aeikum@codeweavers.com 2011-07-25 16:27:54 CDT --- Ah, I was probably running into that bug, yeah.
So I see this in your logs: 0028:trace:mmdevapi:load_driver Attempting to load L"winealsa,oss.drv" 0028:trace:mmdevapi:load_driver Unable to load L"winealsa,oss.drv": 126 0028:err:mmdevapi:init_driver Failed to load driver: L"alsa,oss"
MMDevAPI doesn't support loading multiple drivers, so it's trying to load "winealsa,oss.drv" which is obviously not a valid driver. The reason that you get some sound is because dsound in hwaccel mode _does_ support loading a list of drivers, and it bypasses mmdevapi entirely. So you get the dsound audio (game audio), but not the winmm audio (movie audio).
This is a bug. Coincidentally, Alexandre asked me to fix it just earlier today :) I will have a patch off shortly.
In the meantime, you can try opening up winecfg and selecting a single driver. Unless you know otherwise, you probably want ALSA. Give that a shot and see if there are any other bugs.