HELP cant play any MKV files from my external flash drive. Problems copying.

So playing all media types, mkv,avi,mp4, and mov all work perfectly fine when i play them from my internal hard drive. And playing all the current media files via my flash drive works perfectly fine. I noticed a problem when I tried to copy and play new files today. I downloaded some files of mkv and mp4 format onto my mac. I play them and they work perfectly. But as soon as i copy them onto my flashdrive and then click the same files on my flash drive they no longer work. It is as if the act of copying them has corrupted them somehow. At first I thought it was because it was an mkv file but old files on my flash drive that are mkv still play. Its the new files. I also tested copying them back from my flashdrive onto my internal hard drive. The mp4 files which work on my flashdrive when copied back onto my laptop play fine but the MKV files on my flash drive when copied back onto my laptop no longer work. I have not had an issue with this before. Its as if especially MKV files the transfer is messing them up. WHAT SHALL IDO? is there not a way to move the files instead of copying them? should i copy them differently? is there a different process i can use instead of drag or simple copy and paste? Please help. My flashdrive is basically brand new so I see no issue with that. I really want to offload some stuff from my macbook please help.