Looks like there are two different USB adapters Apple sells, and the product page for this[1] one mentions it can be used for quite a few USB devices, including "USB peripherals like hubs, Ethernet adapters, audio/MIDI interfaces, and card readers for CompactFlash, SD, microSD, and more."
Biggest issue for both external HDDs and other devices appears to be power delivery, which can be alleviated by using a drive with external power or leveraging a powered USB hub between the phone/tablet and the USB device.
[1] https://www.apple.com/shop/product/MK0W2AM/A/lightning-to-us...
Several apps (nPlayer, InFuse, LumaFusion) also support Samsung iXpand lightning/usb flash drives natively. With native app support, files can be played directly from the flash drive, without copying to the iPhone.