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DivX Plus offers an extension to the MKV container called World Fonts that solves these problems by authoring appropriate TrueType fonts into the file in a manner such that all players can reliably load them and display subtitles for every language. A special optimization technique is used to significantly reduce the size of the font data so fonts can be loaded not only by desktop players but also by DivX Plus Web Player and hardware devices with limited memory.
http://developer.divx.com/docs/divx_plus_hd/format_features/World_Fonts