Question: I want to use the $\LaTeX$ font in graphics. For text/numbers, this is easily done by `FontFamily -> "CMU Serif"` (on Ubuntu) like this:

```
Plot[Sin[x], {x, -Pi, Pi}, 
LabelStyle -> Directive[16, FontFamily -> "CMU Serif"],
AxesLabel -> {"Greek: \[Alpha],\[Beta],\[Gamma]", "Fancy font!"}]

```

![enter image description here](https://i.stack.imgur.com/ElcG8.png)

The English text and numbers are in LaTeX computer modern font, which is great, but the Greek is not. For comparison, it should be

![enter image description here](https://i.stack.imgur.com/jQJoh.png)

This is because Latex does not use computer modern for Greek letters, but rather a font which (in Ubuntu, at least) is called `cmmi10` font, as I found by looking at the PDF properties. The Greek letters correspond to characters in the range 161-195, as seen by this picture (obtained in LibreOffice `Special character` menu)

![enter image description here](https://i.stack.imgur.com/jsEkx.png)

but sadly only some 
of them work. The output of 

```
Style[FromCharacterCode[Range[161, 195]], FontFamily -> "cmmi10"]

```

is

![enter image description here](https://i.stack.imgur.com/Rl8WU.png)

So for some reason $\beta, \epsilon, \zeta $ and some more are displaying correctly, but others don't. Is there any way to fix this?

Answer: 
Even though this question was asked quite some time ago, the problem is still relevant today I believe (at least for me it was).

I found that combining yohbs' approach using "FromCharacterCode" and the OpenType-Font "Latin Modern Math" works very well for me (I now use this workflow on Mathematica 12.0).

[![Greek Letters in Mathematica 12](https://i.stack.imgur.com/xmTrs.png)](https://i.stack.imgur.com/xmTrs.png)

The character codes for the corresponding Greek letters can be looked up in LibreOffice:
[![Character Codes for Greek Letters from LibreOffice](https://i.stack.imgur.com/nfZF1.png)](https://i.stack.imgur.com/nfZF1.png)

I hope this was of help to someone!
I just checked the [solution](https://mathematica.stackexchange.com/a/84971/280) by [Szabolcs](https://mathematica.stackexchange.com/users/12/szabolcs) and it kinda works for me, only the letter heights are wrong:

```
{greekLetters, variantForms, archaicalGreekLetters} =
  {{α, Α, β, Β, γ, Γ,
    δ, Δ, ϵ, Ε, ζ, Ζ,
    η, Η, θ, Θ, ι, Ι,
    κ, Κ, λ, Λ, μ, Μ,
    ν, Ν, ξ, Ξ, ο, Ο,
    π, Π, ρ, Ρ, σ, Σ,
    τ, Τ, υ, Υ, ϕ, Φ,
    χ, Χ, ψ, Ψ, ω, Ω},
   {ε, ϑ, ϰ, ϖ, ϱ, 
    ς, φ, ϒ},
   {ϝ, ϟ, ϛ, ϡ, Ϝ, Ϟ, 
    Ϛ, Ϡ}};

Style[greekLetters, FontFamily -> "Latin Modern Math", FontSlant -> Italic]
Style[variantForms, FontFamily -> "Latin Modern Math", FontSlant -> Italic]
Style[archaicalGreekLetters, FontFamily -> "Latin Modern Math", FontSlant -> Italic]

```

[![screenshot](https://i.stack.imgur.com/6NyBv.png)](https://i.stack.imgur.com/6NyBv.png)

I simply installed the [Latin Modern Math (OTF), version 1.959](http://www.gust.org.pl/projects/e-foundry/lm-math/download/latinmodern-math-1959.zip). My operating system is Windows 7 x64. These fonts are compatible with MS Word (the archive includes a test .docx file), but on my system in Word letters also have wrong heights (very large). In the test .docx file they are used only inside formulas, where they appear with correct heights.