I'd like to cut out clips from an .mkv video.
How can I do that, without recompressing the file?
Boilsoft's MKV splitter is what you need
FFmpeg supports MKV, and should let you capture a given portion of the input file without transcoding.
Remember that MKV is just a container, so you may need to set the output video and audio codecs to match the input.
For example, to cut out 20 seconds starting from 1:50 minutes, use: