What video formats should I support (as of 2014)?
MP4/h264 is widely supported today. I'd even say it's the most supported video format since the existence of digital video (without having actual statistics to back that claim).
There is really no reason to deliver .wmv anymore when targeting a multi platform audience, the version of Windows Media Player that came with XP doesn't support MP4 but newer versions definitely do and the market share for that version should be very very low. Most users have adopted third-party players like VLC and even companies usually install at least one third-party video player on their computers that will very very likely support MP4. MP4/h264 has wide hardware playback support (unlike wmv and its possible codecs) and runs without any issues on any platform (unlike wmv).

So yes, in my opinion it's absolutely safe to only deliver MP4 videos as long as they are properly encoded. Using Level 3(.1) would be a safe bet, its supported by practically any software and hardware that is capable of playing MP4/h264.

If you deliver for web it is also a good practice to also deliver a .webm encode as well. If it only targets local playback I would still stick to mp4/h264. While we now have h265 it is very badly supported in comparison.
It will probably take another 8-10 years until we have the same rate of consumer adoption.