Before making MKV files work on a server, one must understand why they often don't work out of the box.
server listen 80; server_name myserver.com; root /var/www/myserver; location /files/ types default_type application/octet-stream; add_header Content-Disposition 'attachment; filename="file.mkv"'; autoindex off;
Requires external apps (like VLC or Infuse) for the best experience.