Apparently Vorbis (.ogg) files are not all that commonplace, and some popular web servers (at least IIS7) aren't configured to handle them by default. Under the assumption that it's a case of missing MIME type I send a support request to GoDaddy (my web host of choice), who were pleasantly responsive and even helpful.
IIS 7.x supports configuration of mime-types on the application or virtual directory level by including the following lines in a Web.config file at the root of said directory:
<mimeMap fileExtension=".ogg" mimeType="audio/ogg" />
After making the change, all .ogg file links within this site are now accessible (this particularly pertains to the Defender of the Crown links).