Photometry from the Two-Micron All-Sky Survey (2MASS), United States Naval Observatory CCD Astrograph Catalog (UCAC3) and SuperCosmos catalogues, together with proper motions from the Tycho-2, Kharkiv Proper Motions (XPM) and UCAC3 catalogues, is used to select all-sky samples of 28 candidate white dwarfs, 1826 evolved and 7641 unevolved subdwarfs for R from 9-17 mag. The samples are separated from main-sequence stars with an admixture of less than 10 per cent, owing to an analysis of the distribution of the stars in colour index versus reduced proper-motion diagrams for various latitudes using related Monte Carlo simulations. It is shown that the XPM and UCAC3 catalogues have the same level of proper-motion accuracy. Most of the selected stars have at least six-band photometry. This allows us to eliminate some admixtures and reveal some binaries. Empirical calibrations of absolute magnitude versus colour index and reduced proper motion for Hipparcos stars give us distances and a three-dimensional (3D) distribution for all the selected stars. It is shown that the subdwarf samples are almost complete for the Tycho-2 stars, i.e. to 11 mag or 150 pc from the Sun. For fainter stars from the XPM and UCAC3 catalogues, the subdwarf samples are complete only to 20-60 per cent because of the selection method and incompleteness of the catalogues. Some conclusions can be made, however, especially for Tycho-2 stars with known radial velocities and metallicities. The subdwarfs show some concentration in the Galactic Centre hemisphere, with voids due to extinction in the Gould belt and the Galactic plane. Some as yet unexplained overdensities of evolved subdwarfs are seen in several parts of the sky. For 176 stars with radial velocities, the 3D motion and Galactic orbits are calculated. For 57 stars with Fe/H we find relations of the metallicity with colour index, asymmetric drift velocity and orbital eccentricity. All the data are consistent with the suggestion that most unevolved subdwarfs belong to the low-metallicity halo with large asymmetric drift, whereas evolved subdwarfs have various metallicities and velocities and include both disc and halo stars. The lower limit of the local mass density of unevolved subdwarfs, estimated as 2 x 10-5 M-circle dot pc-3, appears twice as high as traditional estimates. The selected stars are listed in the new catalogue of candidate subdwarfs and white dwarfs from the 2MASS, Tycho-2, XPM and UCAC3 catalogues (hereafter SDWD catalogue) for future spectroscopic confirmation of the subluminous status of these stars, because the majority of them are now classified for the first time.
