I know I'm just bumping an old thread, but i had found something out that maybe someone else can benefit from.
I had a JVC DVD player that would not show closed captions. Period. Turns out that the subtitle option was ALWAYS ON (and could NOT be turned off), and somehow this was keeping the closed captioning from displaying. This happened on another player I had, too (a Panasonic, maybe??), and I had to turn the subs OFF by default to allow cc to come through.
When the DVD player is hooked up to the tv via component input (the yellow, red, and green plugs), My Hitachi HDTV TV wouldn't decode the captions that come through the component inputs. I had to use the sutitles when I used progressive scan through those plugs. Anything coming through S-Video hookup worked fine, though.
Okay...I guess this thread can die now...I found it by looking to vent that Dark Shadows was not CCd or subtitled...either on VHS or DVD. Sux.