For music:
Bandcamp, mainly indie.
7digital, a decent mix of popular and indie.
Qobuz, like 7digital, a mix of popular and indie.

iTunes and Amazon also sell their music DRM-free to an extent, but I’m always skeptical of whether what I’m getting from them is or not because they don’t make it a selling point.

For books:
Smashwords
Weightless Books

For games:
GOG
Humble Bundle Store, albeit you’ll have to filter by DRM-free to ensure you’re finding games sold that way.
Itch.io this is like the Bandcamp of games, meaning that most of the titles distributed here are indie and experimental.

I’m still on the lookout for digital tv/movies, so unfortunately I don’t have any pointers for those, but hopefully the rest of these help if they’re available in your region!