In theory, you could make a fake executable with the mkv file extension on a unix system, by making it a shell script with a bunch of garbage data at the end, marking it executable, and distributing it with a tarball. But the chances someone will do that is insanely low.
Also it has caveats:
It'd rely on your double clicking it, and having your file manager not warning you about it.
Video players wouldn't run the shell script code, if it'd run the file at all.