What program are you using to make the copy? In DVDShrink, you can still select which subtitles and audio tracks you want included when you just back up the main movie.
Once you open the dvd with Shrink, just hit ReAuthor, select the Title you want (almost always the largest in the list that appears), drag it to the left side of the window. Then hit the Compression Settings tab and you will see all the subtitles and audio streams that are included in the main movie.
The same sort of process is done in the other copy programs, so to answer your question, the subtitles are always included unless you choose not to include them. And yes, virtually all commercial movies have subtitles, though in some foreign films you might not have English subtitles as an option. English subtitles are probably the most common though.