I really like the great overview of tools @Caisha listed. If you don’t mind, I would like to add one other alternative: https://filestage.io
(It’s a shameless plug since I’m a growth and content marketing manager at Filestage. 
)
It’s a creative workflow tool that allows you to review images, videos, PDFs and audio files with co-workers and clients. You can easily use it together with Asana. We even wrote a blog post about how to use both tools to improve your internal workflows.