If you have an iTunes movie that isn’t Closed Captioned, you can often find a subrip subtitle file online (.srt file). Sometimes the subtitle timing is off, either showing captions before characters speak, or after.

You can fix this using free programs, and build the captions right into the iTunes file. This won’t strip FairPlay DRM, but it will allow you to add your own captions, since Apple/iTunes can’t be bothered to ensure all movies and shows are Closed Captioned outside the US.

I use Jubler subtitle editor for adjusting the timing on subrip (.srt) files, and Subler for adding the subtitle file to iTunes movies.