I own a NAS (Network Attached Storage) and use it to store all of my multimedia content. The NAS does not allow access over HTTP as such I cannot use the phone browser to access or download the multimedia files. I needed a WebDav client or an FTP client to access the files. I tried a number of FTP clients for Windows Phone 8 which get listed from the store if you search for FTP but none of them work or they are not free.
Here is a working FTP client that you can use. The name of the application is File Manager which allows a host of cloud services as well that you can access. This is a paid application but you can install a trial version. The only difference is that you can use only one type of connection at a time.
So if you have setup a FTP connection, you cannot setup another connection. However, there is no other limitation in terms any file download or access limit. I have successfully watched an entire movie using this client by accessing it directly without save. I have also synced a folder to my phone and was able to access the files flawlessly. So here is the download link for the FTP Client - File Manager For WP8 or Direct Link
