I would like to transfer some .3g2 videos from my old phone to my Lumia 800. It seems that the Lumia 800 supports that particular file format, but Zune does not. I can't even see the files through Zune. How can I put the files from my computer onto my Lumia 800?
The container is one thing and the codec another. Here you can see the official list of file formats and codecs supported.
One option you could use, would be to upload them to OneDrive (or a similar service) - there is a native OneDrive app, and that should be able to launch the video when it is in a supported format.