Several major distributions like Debian or Slackware dumped support for XMMS and no longer include it in their repositories due to the fact that it's old, hasn't been updated for some time and uses the GTK 1.x libraries.
Read more here
Compiling and installing XMMS
However, if you want to compile and install XMMS on your Debian system, here is what to do:
First, install the necessary dependencies:
apt-get install libglib1.2-dev libgtk1.2-dev
Ubuntu users need to prefix this command with sudo. Next, download the XMMS 1.2.11 source from the official website.