http://www.robson.org/capfaq/overview.html
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Are there captions on DVDs?
Standards were created very late for DVDs, so there are several different ways to put captions on them. The most common approaches are to either embed Line-21-style captions in what are called the "user bits," or to use "subpictures" to display captions that look like subtitles. Your DVD player must support the same method that was used to encode the DVD, although many DVDs use both of these methods.
When using subtitles, DVDs support captioning in multiple languages.