How to convert an mkv file to an mpg file or an mpeg file losslessly?

[cthane]

I have a file that I would like to convert mpeg or mpg. Is there a program I could use to convert it without losing quality?

[davexnet]

What format of video is inside the mkv? If it's already mpeg-2 just use Avidemux and leave the video and audio
in copy mode. NO quality loss using this operation.
Set the output format (lower left) to mpeg-ps muxer

[usually_quiet]

I have a file that I would like to convert mpeg or mpg. Is there a program I could use to convert it without losing quality?

If the audio and video in an MKV file are already compatible with the MPG container, then you can copy them to an MPG file without any loss of quality. The method that davexnet suggests can do that. If they aren't compatible with the MPG container, converting the audio and video for compatibility with MPG files will always be lossy.

However, MPG files don't support subtitle streams. This means that when there are subtitle streams in the MKV file, each subtitle stream must be copied to its own file for use as external subtitles.