Do I have any sort of loss converting an M4V file to MKV? I have a bunch of files I've "shrunk" with Handbrake using a custom preset I've built after reading what each of the advanced options of the x264 encoder, at least those listed under "Advanced" tab, does.

When I encoded these files, originally MP4 I don't have anymore, for some reason I don't remember I chose the M4V over MKV.

Then today I was uploading one of the files and got an error that M4V wasn't supported. Thinking I could do a "lossless" conversion with FFMPEG I ran:

ffmpeg -i "path/to/file.m4v" -c:v copy -c:a copy "path/to/file.mkv"


And all files were converted without problems, at least none FFMPEG could relate with:

ffmpeg.exe -v error -i "path/to/file.mkv"


But then again I'm no video expert, not even close to that.

Do I have any sort of loss doing that? I would like to know so I could delete the M4V that as I read it more proprietary in favour of the open-source and more acceptable MKV
Your command 

ffmpeg -i "path/to/file.m4v" -c:v copy -c:a copy "path/to/file.mkv"


does do a lossless copy since no recompression occurs.

You have to note all warning or error messages during the conversion. The command below will only throw an error if the file properties can't be detected, like stream info.

ffmpeg.exe -v error -i "path/to/file.mkv"


Run

ffmpeg.exe -i "path/to/file.mkv" -map 0 -f null -


to see if the entire file decodes fine.