Apple has released a Support document with instructions for customers looking to identify content with closed captioning on the iTunes Store. The company also shows customers how to switch the feature on.
To find iTunes Store content that supports closed captioning on your computer, iDevice or Apple TV, Apple offers separate instructions
On computers, an additional breakdown is offered for iTunes 10 and iTunes 11 users, because the interface is a lot more different now (to some customers’ dismay).
On iDevices, it’s really simple. Just tap iTunes, tap Search, then type “closed captions.” When you see the closed captioning sign (represented by a rectangle with two “C”s in the middle), you’ll know you’ve found what you’re looking for.
On the Apple TV, browse to or search for a movie or TV show, then look for the closed captioning sign on the movie / episode description page (as shown in the screenshot above).