Is there a non-trivial subgroup $H \subset SL(2,\mathbb{R})$ such that $H \supset SO(2,\mathbb{R})$ ?
My intuition is that, since $\dim SO(2)=1$ and $\dim SL(2)=3$, there should be some group between, but I can't point out one.
Note : in the complex case, $H:= SO(2,\mathbb{C}) \cup \left\{ \left( \matrix{ a&b \\ b&-a} \right) ~|~ a^2+b^2=-1 \right\}$ is an example.
Apparently not. There is a nontrivial 2 dimensional real Lie algebra, it can even be written as 2 by 2 matrices, $$ \left( \begin{array}{rr} a & b \\ 0 & 0 \end{array} \right) $$ see http://en.wikipedia.org/wiki/Table_of_Lie_groups#Real_Lie_groups_and_their_algebras
I get that the exponential of this is $$ \left( \begin{array}{cc} e^a & b \left( \frac{e^a - 1}{a} \right) \\ 0 & 1 \end{array} \right) $$ Note $$ \frac{e^a - 1}{a} = 1 + \frac{a}{2} + \frac{a^2}{6} + \cdots $$ is analytic, and becomes $1$ when $a=0.$
The trouble is that you need, as a Lie algebra for something in between, matrices that are both trace-free and anti-trace free, as $$ \left( \begin{array}{rr} a & b \\ -b & -a \end{array} \right) $$ which do not make a Lie algebra.
Oh, the trivial Lie group of dimension 2 can be realized in $SO_4,$ maximal torus