Some NAS vendors (Synology for one) have developed their own iOS apps for playing media. Search the app store for your NAS vendor's name and you may find one.
Many NAS devices support DLNA, sometimes you have to go into the NAS setup and turn on the service and there may be specific folders that your content needs to be stored in to be served. There are several DLNA apps in the App Store, I have tried Media Connect, which is serviceable.
The file formats supported will vary from device to device and app to app. I can't think of any that support mkv, but I don't use that format, so I've never looked.
I personally have had the best luck with VLC Connect, but that requires a service running on a computer just as Plex does.