John, jmv is an extension for jpeg movies coming out of the MPEGDisplayMorph class which was developed to run under BSD back in 2001. My guess is that the DVR was built using NetBSD or FreeBSD and they wrote their codec using that class. There is a program which appears to have used the same class for video display called Scratch. It is worth trying to open it in that program.
Matts suggestion of MPC is good. VLC, MPC, etc all use FFMPEG libraries so they read pretty much the same files, but MPC will walk through more codecs. You might try changing the extension of the file to hint it to the program. Try using .mjpeg or .mjpg.
Otherwise you may need to open it with FFMPEG, but that will require to figure out how the stream is composed, timing, sync, mux, etc. This is a lot of work.