Which Mac player supports MKV files?

Plex and Kodi are good. Also, check out Universal Media Server.

I always use iTunes. I think it's the best media player for now.

I prefer Elmedia Player. It's a media player for Mac OS X which supports almost any kind of movie format. Also, it's absolutely free. So, highly recommend https://mac.eltima.com/elmediaplayer.html.