Quick snippet for muxing subtitles into Matroska container:

avconv \
    -i path-to-video-file.mp4 \
    -f srt -i path-to-subtitles.srt \
    -map 0:0 \
    -map 0:1 \
    -map 1:0 \
    -acodec copy \
    -vcodec copy \
    -scodec copy \
    merged-output-file.mkv