Download them - yes, search for them - no.
The captions are usually part of the .avi files that make a movie. It's a separate stream but dubbed together with the picture and sound.
The only way to find them is looking at the titles I'm afraid...
At least that's my understanding, unless anybody has any better information?
The closed captions might of course be included in a dvd image, but that's 4.3 gigs of data...
