Look for the terms like English SDH on DVDs, BluRay and Digital HD.
Keep in mind, there is a difference between SDH and Subtitle. For instance, if a dog barks, SDH will show [dog barking in the background]. Subtitle doesn't show it. Subtitle is for hearing people who don't understand the foreign language but they can hear noise background like dog barking. CC is similar to SDH. They look like white texts on black background.
Does anyone else remember HDMI cable used to not support CC data? Ugh!
That's pity. I read that they won't do it because they want to preserve the high quality screen.Actually, they still don't! They just started putting CC options in devices before going through HDMI instead of having TV's do the job. HDMI strips the CC information as it goes through to TV.