Streaming with Subtitle

Try merging the subtitle into the MKV with mkvmerge. Here's one download link: http://www.videohelp.com/tools/MKVtoolnix

I'd like be able to do so too, but maybe its the television that is the problem. My sony bravia kdl-46w905 does play mkv+srt from usb but not from the nas. So the current solution is to remux the mkv's (MKVtoolnix as Stephen said) before putting movie on NAS, takes only 2-5 min for a 1080p mkv.

MKV files are container media files that can have audio, video, subtitles, chapters (for the audio or video), and attachments, or any combo of previous listed.
Movies that are in MKV format usually have subtitles embedded in them (video + subtitle combo + whatever else)
*SLOWER SOLUTION BUT BETTER: If your MKV file didnt come with the subtitle file embedded and you have a correct subtitle file (thats aligned), try the MKVtoolnix program as mentioned by StephenB.
*FASTER SOLUTION: If you dont want to embed the subtitles, or you dont want to use MKV (video format), or your video didnt come in MKV format (and you want to leave it as MKV): Simple make sure that your filename (up to the extension) is the same on your video file & subtitle file. This last point applies to all video formats not just MKVs. Players like VLC will look for subtitle files with same name.
Im sure other player/streamers do the same thing

kossboss wrote:
I'm sure other player/streamers do the same thing

Most do, but only if they access the media via SMB or NFS. DLNA usually remains a problem.

The trick is worth knowing, since if it is supported it works with mp4, mov, avi, etc.