plug ins are written for a specific version of firefox. So, when firefox updates, the programer of each plug in has to go and make any programing changes that are needed to make it work again. More and more of them will begin to be updated over time, but some will not be; sometimes programers choose not to continue developing their plug in.
Sometimes, however, the plug in will still work, even if it doesn't say it will. In those cases, the developer really just needs to change the compatibility version. I suspect that some developers are waiting for it to go out of beta so that they only have to update it once.
Raine's answer was about extensions.
All popular plugins are compatible: Flash, QuickTime, Silverlight, WMP, Java, Acrobat, Shockwave.
However, there are some issues with QuickTime, WMP and Java if the installation directory is different from Firefox 3.6's one, which is the case for Firefox 4.0 Beta and won't be the case for Firefox 4.0. Indeed, these plugins install some files in the local plugin folder (e.g. C:\Program files\Mozilla Firefox\plugins). If the installation folder is different there won't be there. So for:
from C:\Program files\Mozilla Firefox\plugins to C:\Program files\Mozilla Firefox Beta n\plugins
The C:\Program files\Mozilla Firefox\plugins\ isn't used for plugins that use an "installer" in Firefox 3.6 versions, all plugin developers needed to change their installation procedures to use the Windows Registry for Firefox 3.6 and later versions.
Now in Firefox 3.6, if the user manually copies a plugin to that \plugins\ folder, that plugin should work. The same seems to be true in Firefox 4.0, but the user has to actually create that \plugins\ folder - it doesn't exist by default any more.
No major plugins, like Java, WMP, QuickTime, Flash, etc should be placing files in the \plugins\ folder in Firefox 3.6+ versions. Some minor plugins, like a Coupons Printer and an Ancestry.com Image Viewer (which might be fixed now), couldn't be installed for Firefox 3.6 because the developers of those plugins didn't update their plugins to use Registry "hooks". That placed their users with Firefox in the position of having to extract and place the appropriate files in the \plugins\ folder to get their plugins to work in Firefox 3.6 versions.
I manually created a new plugins folder in my Firefox 4 Beta program folder, then I copied over the plugin from the Firefox 3.6 plugins folder. If you mean, how does it install for people who only have Firefox 4, I assume that the WMP installer creates the plugins folder - see https://bugzilla.mozilla.org/show_bug.cgi?id=56498
P.S. to scoobidiver:
npdeployJava1.dll is NOT the plugin needed for Java to work. The Java plugin needed for running applets in any Firefox version is found in the Java program folder; for example:
Java(TM) Platform SE 6 U24 File: C:\Program Files (x86)\Java\jre6\bin\new_plugin\npjp2.dll "Next Generation Java Plug-in 1.6.0_24 for Mozilla browsers"
....as shown in about:plugins if you set plugin.expose_full_path to true in about:config.
If Josh Aas says that works on Windows 7, I'll have to believe him (I don't have access to a Win7 PC to see that for myself) but it surprises me. I don't understand why WMP can't use the Registry like every other Plugin has to with Firefox 3.6+ versions, seems like poor security in Firefox to allow a Plugin to do anything it wants. I thought changes made in Gecko 1.9.2 was supposed to address not allowing Plugins to "drop" DLL's into the \PF\Firefox\plugins\ folder, and now Plugins can even create a f0lder that doesn't exist.
More on the need for a Firefox 4 plugins folder on Windows 7:
I recently installed the HTML5 Extension for Windows Media Player Firefox Plug-in on Windows 7 in my Firefox 3.6 "default" profile , based on it being recommended in this thread. (I tried installing it in my Firefox 4 Beta 11 "test" profile first, but I got a dialog box that it wasn't compatible). Later on, I noticed that I no longer needed the copy of "np-mswmp.dll" that I had copied to My Firefox 4 Beta program plugins folder because Firefox was finding the plugin here:
....The creation date of my new \plugins\ folder was February 26, 2011, 7:40:46 AM.
(I knew that you could create an %APPDATA%\Mozilla\plugins folder and copy plugins there, so that all Mozilla applications could find them, but I never actually made use of that information, except for testing it out).
I remembered that I installed the HTML5 extension around that time so I checked my default Firefox profile's extensions folder and I found another copy of "np-mswmp.dll" here:
....that folder was also dated 2/26/2011 so that's what copied it.
Anyway, the C:\Users\"username"\AppData\Roaming\Mozilla\plugin