MKV is a container format for holding multiple audio, video, picture, and text data such as subtitle tracks. It is similar to other common containers like MP4 and AVI, although MKV is open in the specification. For video contents, MKV uses a .mkv filename extension, .mka for audios, and .mks for subtitles.
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VOB (Video Object) is a digital video container format usually found in DVD video media. VOB contains DVD video, audio, menu, and text data such as subtitles all multiplexed together. It typically includes MPEG-1 Part 2 or MPEG-2 Part 2 video codec encoded with AAC audio. Although this format is free, some copies might be encrypted.
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