Merging video, multiple audio tracks, and subtitles into one file
As a movie lover living in a household that speaks 3 languages, multiple audio tracks are a must for a movie, and at least English subtitles for those of us who are not native speakers of the audio we are listening to.
mkvtoolnix is a free cross-platform toolbox that can exactly that and more. To do what I said in the title, open mkvmerge gui and choose the video(s), sound tracks, and subtitles, and mkvmerge will put it all together in one .mkv file. You don't know .mkv? Don't worry, your preferred media player and even your DVD players knows it. Whether those can play it depends entirely on what type of video/audio you put in it, as .mkv is just a "container" for multiple files. What makes this format great is, that you can modify the content at any time, like adding a new sound track, or subtitle, or even replacing the video with a higher quality one.
mkvtoolnix is available for pretty much all Linux Distributions, as well as MacOS and Windows.
Enjoy!
Hint: mkvmerge gui crashes shortly after start/opening it? This happened to me using Ubuntu 12.04… It's a bit tricky, but still easy to fix: As soon as it opens, Hit Ctrl+P to open the Options menu, then uncheck "Check online for the latest release", and click OK, before it crashes… took me a while to be honest 
2021
Thanks so much! I am doing this with two anime files (one is 1080p without subtitles and the other is 480p with them) and i wanted the best quality, so i used MKV merge