There is no built-in support for playing ogg files in iOS, however, the source code for ogg compression/decompression is readily available (from xiph.com). It is fairly straightforward to compile this code for iOS and use it in an app.
I had a chance to compile the libraries and have made them available: "Precompiled Ogg Vorbis Libraries for iOS".
I have also made some sample source code available on GitHub that shows how to play decoded Ogg Vorbis audio on iOS: IDZAQAudioPlayer
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…