GoodPlayer!

No need to convert the media files before playing it, GoodPlayer can play AVI, Xvid, DAT,VOB,FLV,WMV ,MKV,MP4,RM,RMVB,HTTP,HTTPS,FTP,RTSP,MMS,SFTP,SMB,MMSH,MMST,RTP,UPnP and UDP etc files and streaming directly on iOS devices. Just transfer the media files to your iOS devices by iTunes File Sharing, then it can be played at once. - Goblu57