The only thing I know of that does MKVs natively is the WD TV Live
It's sort of a Roku knockoff. The only benefit over the Roku is the streaming MKVs. Recently, though, I've replaced my WD TV Live with a Roku and I'm using Plex to transcode my MKVs.
Most devices (TVs, iPads, Roku, etc.) can't handle MKVs.