I would like to find a list (or at least a description) of the maximal closed subgroups of $\mathrm{SL}(n, \mathbb{R})$ , and also of $\mathrm{SU}(p,q)$.
In the following MO discussion is indicated a link to a nice paper of Dynkin where he classifies the closed Lie subgroups of $\mathrm{SL}(n, \mathbb{C})$, but I'm not sure if one can deduce the answer to my question from this classification.
Thanks