Roku 4 does not support DVD (VOB) and blu-ray (PGS) subtitle formats. The Roku Media player (at least via DLNA) is unable to handle a MKV with multiple subtitle tracks.
When we ripped our movies, many people tended to rip all of the subtitle tracks even though they would be pretty unlikely to use most of them. Why? After a bit of investigating I narrowed this down to subtitles.
But when someone is playing the rips of Blu-ray/DVD movie collection (MKVs with no transcoding of the audio, video, etc), some noticed that many of the MKVs were not playing (“corrupt”). Officially, the Roku 4 supports H.264 MKV.