I would like to find a list (or at least a description) of the maximal closed connected subgroups of $\mathrm{SL}(n, \mathbb{R})$ , and also of $\mathrm{SU}(p,q)$. In the following [MO discussion][1] 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 [1]: http://mathoverflow.net/questions/60315/modern-reference-for-maximal-connected-subgroups-of-compact-lie-groups