Subreport Success! I've been struggling with Subreports for the past 4-5 hours. Finally, I have subreports working & automatically sharing the DataSet with the Parent report.
The biggest problem I had was the LocalReport.SubreportProcessing() Event would not fire. So, when I added a DataSource to my subreport... I would always get an error. Even though I verified the Parameter was being passed correctly & the subreport would run fine on its own. I tried attaching listeners in every way I could to the SubreportProccesing event... and for the life of me, it wouldn't fire. When all else fails, start cursing Microsoft, right? I was to that point! 
Fortunately, I tried something different & it worked. Here's the solution to get LocalReport.SubreportProcessing() to fire correctly for your subreports. The listener needed to be attached MUCH later in the callstack.
AddHandler myReportViewer.HostedControlPreRender, AddressOf AspControlEventHandler
Private Sub AspControlEventHandler(ByVal sender As Object, ByVal e As Hosts.AspControlEventArgs)
AddHandler myReportViewer.LocalReport.SubreportProcessing, AddressOf Me.LocalReport_SubreportProcessing
End Sub
Private Sub LocalReport_SubreportProcessing(ByVal sender As Object, ByVal e As SubreportProcessingEventArgs)
'Set Subreport DataSources here...
End Sub
Hope this helps!
Ryan