ok ! Since the files are all there.
Its a file security problem. (My guess is your running SELINUX)
Why do say this you might ask...well
cannot restore segment prot after reloc: Permission denied
that a 80% chance SELINUX problem.
for more info
http://www.dnjpartners.com/kb/entry/4/7/
What I would do is :
1) test my assumption ... disable SELINUX and run mplayer (with the mkv file).
if it works then
1 ) Reinstall mplayer as root (and hope the security setting of the *.so files correct itself)
if that doesn't work.
2) Try cd /usr/lib/codecs;find . -name '*.so*' -exec chcon -t texrel_shlib_t {} \;
that should correct the security setting