PS4

• Supported file formats

It can't stream Matroska (that I can see), but it will take pretty much anything if it's in an MPEG2-TS container.

That's what I'm using to copy my DVDs over directly so there's no loss.

ffmpeg -i movie.mkv -c copy movie.m2ts

Supported

• H.264 + AAC + MP4 (this is just a slapped together list, I haven't looked at levels)
• MPEG2 + AC3 + M2TS
• MP4 movie titles
• Resume playback for multiple files, across multiple sessions
• Recently played list
• DLNA server icon
• Video thumbnails (Plex DLNA server supports it, don't know how to duplicate in other DLNA servers)

Not Supported

• VC-1
• MPEG2 + AC3 + MP4
• VOBSUB
• Video covers in the MP4 file

Plex's DLNA server streams to it just fine as well, and it will do a Direct Play on H.264+AAC+MP4 videos.

Filesystems

PS4 can playback media on a FAT32 and exFAT filesystem.