Some video editing tools allows users to directly embed subtitles (like .srt) to a video video (such as Windows Media Video). This means you will always see subtitles when you playback the video file, even in media players that would not support subtitles (thought you probably wont find many today).
Convert SubRip video subtitle format to Windows Media Video.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert srt to wmv on Windows
Cyberlink PowerDirector is suite of tools used to creating titles, animated objects and special effects to video files.
Convert from srt file
to wmv file
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.