Hi Kenny202,
If you've got the time / patience then you can embed any Subtitles file(s) yourself into a .mkv container file.
The .mkv file contains the video file (mp4, avi, FLV, MPEG etc), as well as any audio files plus any subtitles and Picture files, e.g. a Cover Picture. (Plus can hold Chapter and Tag details as well.)
That way you'll end up with a single file (MyMovie.mkv) on your USB drive containing the Video, Audio Soundtrack files (English, Thai, French etc), as well as all your Subtitles (English, English SDH, Thai, Korean etc). The other advantage of the .mkv file is any Commentary / Trivia tracks (either in Audio format or written as a Subtitle) can be embedded as well.
Players like VLC (VideoLAN), GOM, Microsoft MediaPlayer etc) accept the .mkv format. Same for SMART TV's.
The Matroska (mkv) project started in 2002 and has grown globally. With the likes of Microsoft deciding to support from Windows 10 onwards. The name is derived from the Russian word, Matryoshka, i.e. the hollow wooden dolls. You can download their MKVToolNix utility via the Matroska website.
However, as with any software product, maintaining compatibility with other applications can get tricky. If you've got an older SMART TV or version of VLC, then don't necessary use the latest version. (See Older Versions on the Website)
In terms of sourcing Subtitles, then as other have mentioned, SubScene.Com is a good website. Also OpenSubtitles.ORG is a good second alternative.
Sometimes I find when playing the movie file, there isn't a perfect match in terms of voice syncing to a downloaded Subtitles file. There are a number of tools available On-line to assist with this. "SRT Editor V3" is good tool to start with for SRT based files.
Only issue I have with playing a USB drive movie on my LG SMART TV, is when any SRT based subtitles use positioning or colour as my TV doesn't support this level of functionality. Way round this is to play the movie via VLC on the Laptop and use a HDMI cable. Or Cast it to the TV.
Hope this is of interest.