Here you can see examples of the new widgets on the sidebar.
This widget allows you to pick a Images from your library or upload an image in the same way you would add one to a post.
This now allows you to format text and add links without knowing any HTML.
Allows you to add an audio player to your sidebar.
In the same way you can have a video player in your sidebar. Either one uploaded to your blog or one from youtube or Vimeo.