Can't play videos saved on Passport

Hi everyone,

I transfered all my videos to my WD Passport. For some reason, some of my videos only have an THM file, the AVI file is gone. Now, when I try to play them using Windows Media Player I get  the error message: Windows Media Player cannot play the file. The Player might not support the file type or might not support the codec that was used to compress the file. When I try to upload the THM file from my Passport to Windows Movie Maker I get: The .AVI file cannot be found. I appreciate any help or suggestions as to what happened to the .AVI files or how I may recover them. Thank you!

What did you use to transfer them?  Important data should never be trusted to just one physical drive internal or external!