This is just a question originated from some random thoughts. I hope it's nevertheless fit for mo.
It's possible to find a proper subgroup of $GL(n,\mathbb{C})$ isomorphic to $GL(n,\mathbb{C})$ itself (simply as set-theoretical groups, not algebraic groups): just embed $\sigma:\mathbb{C}\hookrightarrow\mathbb{C}$ by a map which is identity on algebraic numbers and is "a shift" on a trascendence basis; then take invertible matrices with entries in $\sigma(\mathbb{C})$.
The ring $\mathbb{Z}$, instead, doesn't admit an injective non surjective morphism into itself, so the above trick does not apply to the following question:
Does $GL(n,\mathbb{Z})$ have any proper subgroup which is isomorphic to $GL(n,\mathbb{Z})$ itself?
My guess is "no", but I'm not sure the following reasoning makes sense (I must say I have no experience with group schemes over a non-(algebraically colsed field)). Suppose you have a proper subgroup $G$ with the above property. Thinking of $GL(n,\mathbb{Z})$ as a group scheme, it should be possible (...is it?...) to put on $G$ the structure of a closed subgroup-scheme, and it will still be (...will it?...) isomorphic to $GL(n,\mathbb{Z})$ now as a group scheme. Then base change this to a field, say $\mathbb{C}$, obtaining a closed algebraic subgroup of $GL(n,\mathbb{C})$ isomorphic to the ambient, which is impossible by dimension.
(btw, I've the feeling that the question will be readily answered by a much simpler -and correct- argument by some user!)

