1. He played me the violin.

2. He played the violin to me.
3. He played the violin for me.
[Can we use both #2 and #3? Otherwise, is #2 alone correct? Not #3?]

4. He played me a record.
5. He played a record for me.
6. He played a record to me.
[Can we use #5 and #6? Otherwise, is #5 alone correct between the two?]

1, 2, 4 and 6 are incorrect.

3 and 5 are correct.