There is a straight forward way to do this MPEG 2/MPEG-TS
Basically you can add custom descriptors and/or custom tables (and even custom stream types) which has its' own PID in the stream. They won't be WITHIN video, and won't break working application, but they can be read
To give you perspective, Teletext, VBI data, Cue-tone signals, EPG, DSC-CC commands (and some even talk about using MPEG systems for transmitting general data), are all example of Custom data over MPEG-Ts.
Go through MPEG2- ISO 13818-1 in details (there is a section on custom tables) and refine your question.