Unfortunately no, unless you know exactly what you are downloading. I'm guessing you mean soft coded subs (optional, only foreign parts, for the hearing impaired?).

Out of the containers mentioned, I think that only mp4 has this as a possibility.

You should be able to find programs for Mac though, where you can import subs that you find on the web through using search engines. (Not a Mac person, so someone else is better able to tell you exactly which ones).

One popular site for subs is subscene.com but there are several. Just use a searchengine like Google to search for the exact subs you need.