Check if string ends with one of the strings from a list

What is the pythonic way of writing the following code?

    extensions = ['.mp3','.avi']
    file_name = 'test.mp3'

    for extension in extensions:
        if file_name.endswith(extension):
            #do stuff

I have a vague memory that the explicit declaration of the for loop can be avoided and be written in the if condition. Is this true?

Though not widely known, str.endswith also accepts a tuple. You don't need to loop.

    >>> 'test.mp3'.endswith(('.mp3', '.avi'))