If the object of what is called "non-lethal" and "subdual" damage is to knock your opponent unconscious rather than injuring or killing him, then I would say both are the same.
However, "Non-lethal damage" could also concievably be referring to some sort of "damage points" that an attack has to get through to have a non-lethal effect, such as a magical attack, or used in a system that does not feature character mortality.
In the distant past in the old D&D and possibly some of the earlier editions of AD&D (I'm not inclined to research right now, sorry) characters could declare that they are attempting to "subdue" the dragon, and when they did enough damage to it that the dragon would normally die, the dragon would submit to them.
Overall, it all depends on the system. Different games often have variations on the same terms. Perhaps if you mentioned specific examples from the different game systems we could be more helpful.