http://packs.matroska.org/ I'd first see if it plays in VLC, if not then download the pack on that site.
i believe it plays in VLC, i think all you need is the codec and it'll play in most everything, as i recall the eyes of nye stuff that was posted here a good while ago in mkv format played in winamp with the right codec.
vlc is the best for .mkv, make sure you get the codecs http://www.free-codecs.com/ i usually just get the codec packs ;p
I've been watching a lot of anime in .MKV format lately and right now what I use is the CCCP codec pack (uninstalled all other codecs) and media player classic. VLC plays em fine too but you have to mess with the fonts to get it to look as nice.