If you have a path that is copied to your resource, you also need to specify the path when searching for the resource, for example:
NSString *filename = [[NSBundle mainBundle] pathForResource:@"html/index" ofType:@"html"];
EDIT:
Apparently, you just can't include the directory in the resource name (I suppose you can use other similar calls like "imageNamed:" in UIImage). Work call:
NSString *helpFile = [[NSBundle mainBundle] pathForResource:@"index" ofType:@"html" inDirectory:@"html"];
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