Can I download an app or codec for my Lumia 520. I need a media player which can play any kind of video, especially .avi .mkv.
The popular VLC player is available in the store for free.
There are several apps that are able to play
mkv files. I did a quick Google search on Windows Phone 8 mkv. Here are some examples:
It's up to you to install, I didn't try any of them. I just want to show that there are apps available for playing videos with mkv format.
Use CCPlayer to see videos in windows phone. This is free and will play most of the video formats and also have options to view subtitles, etc.