I use "ES File Explorer" along with "MX video player" and/or "Mobo" video player.
ES File Explorer connects to network shares, from there I select the file to watch and the app to open file with.
I do not watch it on the phone, but it works. I tested on a LG phone before I got the Kindle Fire and it works great on it!
In a few words, you just need Apps that can connect to network shares, stream or support UPnP in order to see the files from the NAS.