Virus in MKV?

Is it possible that MKV format, with real video inside, and audio, and everything, can contain virus inside?
Anyone heard of such a story?
Answer #1
I think yes. once I downloaded a avi file whenever I used open it it used tell me download somthing. I knew it was a virus so I deleted the avi file
Answer #2
Not an avi mate, mkv, (different) which I actually ran, took screenshots and everything.
Answer #3
Yes I know avi and mkv are different. So a mkv has a virus. it played fine