As previous folks are saying, some WAV formats are not supported. I'll just add a bit more detail.
I often run into WAVs that are encoded at 24-bits or 32-bits, when 16-bits is the maximum that javax.sound.sampled supports.
To find out about a particular .wav file, if you have Windows, you can right click the file and check the properties, and "summary" tab. I don't know what the equivalent is on a MAC or Linux system.
Once you know the format, you can check if it is supported with code in this tutorial:
http://download.oracle.com/javase/tutorial/sound/converters.html
See the discussion in "Writing Sound Files" where they introduce the AudioSystem method, "isFileTypeSupported".
Here is a list of the formats that are supported on my PC. I got this list by inspecting a LineInfo object via the Eclipse debugger. I suspect these are standard, but I'm not sure:
BigEndian = false, PCM_UNSIGNED, channels = 1, bits = 8
BigEndian = false, PCM_SIGNED, channels = 1, bits = 8
BigEndian = false, PCM_SIGNED, channels = 1, bits = 16
BigEndian = true, PCM_SIGNED, channels = 1, bits = 16
BigEndian = false, PCM_UNSIGNED, channels = 2, bits = 8
BigEndian = false, PCM_SIGNED, channels = 2, bits = 8
BigEndian = false, PCM_SIGNED, channels = 2, bits = 16
BigEndian = true, PCM_SIGNED, channels = 2, bits = 16
Most WAV files that I work with are the second to the last in the above list: little endian, 16-bit, PCM_SIGNED, stereo, encoded at 44100 fps.
The following code might help you figure out the format of your .wav files, as well.
InputStream inStream = YourClass.class.getResourceAsStream("YourSound.wav");
AudioInputStream aiStream = AudioSystem.getAudioInputStream(inStream);
AudioFormat audioFmt = aiStream.getFormat();
DataLine.Info info = new DataLine.Info(SourceDataLine.class, audioFmt);
System.out.println(info);