There may be several reasons that trailers or extras that have been automatically retrieved for your library might not play. You must first, of course, ensure that you have set things up so that trailers and extras are available.
Related Page: Plex Apps > Miscellaneous > Cinema Trailers & Extras
Turn on Cinema Trailers in the App
If you're trying to make use of the Cinema Trailers feature, playback for that is enabled or disabled in each Plex App. If you have multiple mobile devices or use Plex Web App in different browsers or locations, you'll need to enable the feature as appropriate in each Plex App.
Related Page: Plex Apps > Plex Home Theater > Cinema Trailers & Extras
Related Page: Plex Apps > Plex Web App > Cinema Trailers & Extras
Your computer's system time is used as part of the request made to the online service when you try to play an automatically-retrieved trailer or extra. The computer's timestamp doesn't need to be exactly correct, but If it's too far off then the request will be rejected. Luckily, this is something that is easily fixed by setting your computer to automatically sync its time settings.
Your computer sync the time using a protocol called NTP. All major operating systems will allow you to do this and is normally accomplished by enabling some sort of "set date and time automatically" or "use internet time server" feature.
Plex Home Theater
FFMPEG AVIO Streaming
Check under Preferences > Playback > Advanced video and see if the Use FFMPEG AVIO for Network transport option is enabled. If it is, try disabling that; it's known to cause issues when streaming the trailers or extras in some cases.
It's possible that other things could also interfere. To investigate other possibilities, your log files are useful. If you need assistance, post some details about the issue you're having and your log files in our support forums.