Amazon has offered caption for awhile but my issue is I was never able to get captions using my PS3/Amazon Prime app.
I've had Amazon Prime for over 2 years now and up till yesterday, I streamed only foreign movies w/ embedded English subtitles on my PS3 because I could only access CC movies while on my desktop.
Last night while watching a movie on my Playstation, I accidentally accessed a movies Closed Captioning menu to my surprise! I started to look more thoroughly and apparently Amazon now does stream movies to PS3 with captions! This is new to me because I've attempted multiple times to get captions to load to no avail. I'm super excited about this and intend on taking full advantage of Prime.
I'm planning on re-watching the entire The Wonder Years series and various other shows and movies. I'm not 100% sure what is and what is not captioned. I watch ONLY movies that are free. So that limits me to quite a bit but I can confirm Downtown Abbey, Buffy the Vampire Slayer, Angel, The Wonder Years, Chip n Dale Rescue Rangers, Jericho, Man Vs Wild, Ducktales, Firefly, Roswell, Sherlock, The Office (UK) are FREE for Prime users and captioned,