I have asked this question first: What codec/capability is needed for a video player to play (French) TV stations as VLC does? (namely playing TV stations of the French provider Free) and I have received an answer saying that the main factor is RTSP support.
Therefore, I think this is the proper place to post this question, also with the partial purpose of posting myself an answer based on the linked question and its answer.
I am interested in Linux (mostly) but also Windows and Mac video players with that capability.