FFMPEG can be used to convert a video from one format to another. Very often, the video itself to be converted is already encoded in an appropriate format. You just want to convert the container format.
In the following example, the source video is encoded in MPEG-2 in an MKV container. It will be converted to an MPG video. No re-encoding is required since the source video is already in the target format. You can also select one or more audio tracks during conversion if this is part of the requirements.
ffmpeg -i input.mkv -map 0:a:1 -map 0:v -c:v copy -c:a copy output.mpg