But does it happen often with mp4, mkv and other files like mp3 or epub?

Typically is not possible. Those media files are basically just data files (e.g. like a .txt text file) so media players normally do not look for anything to execute inside them. And frankly people should avoid any media player attempting to execute random code found in media files.

Case in point, the old Windows Media Player + old .wmv files used to be able to direct people to random websites to download/execute malware. Leave it to Microsoft to somehow turn a movie file into malware https://security.stackexchange.com/questions/106188/can-a-rogue-wmv-file-hijack-windows-media-player

I assume that if I use updated linux, then I'm mostly safe?

I don't know why Linux users think they're completely immune to malware. Yes it's very unlikely that something gains root access if you run it without super-user privileges, but that program can still access your home folder and look at all your private data.

To my knowledge, Ive never downloaded any malware from a pirated movies/music/books. The possibility is always there when downloading from unverified sources. That said if you stuck to the sites listed in the wiki you should be fine.

Very unlikely but not impossible. Always check the comments when downloading torrents to make sure they are legit.

Someone with that kind of exploit would likely try to target something valuable like big companies, rich people, governments and not you.

it's almost impossible that some state sponsored attacker will waste a 0day to attack random people downloading the latest movie from torrent. And when it happens all the news will talk about it

I would never make assumptions when sailing the high seas! That said - seems kinda unlikely to me. Not impossible. Just unlikely. :)

As far as anyone knows there is no way to put malicious code in a video file. What you should be worrying about is how you get those files.

If you're torrenting then you have to worry about copyright trolls contacting your ISP. If you're using file-hosting websites just vet your downloads and make sure you don't run any sketchy executable files. And it should go without saying, but don't escalate privileges for unknown programs.

Movies? Usually it's like "go to malware.com for the password" but you wont get infected from movie files.

I don't think I've seen malware associated with video content since the Limewire days. I think the closest I'm aware of in recent memory was some talk of malware coming out of some of the "fake" Pirate Bay proxies, but even then I'm not sure it was associated with video.

Any halfway respectable tracker public or private you should be fine.

I had dodged stuff before when I downloaded software, I’d be weary of anything you give permission to run on your pc. But for movies and music etc, I check what files I’m getting. While this doesn’t eliminate the risk of malware cased in a .mkv, I only download on a Linux VM, and usually first open on MacOS.