Netflix has captioned a bunch of their streaming. Subtitled, actually. Amazon does not. I know you said non-sub, but it's only $8/mt, and if you need captions, it's worth it.
At this time, captions aren't required for non-standard viewings (Internet, streaming, etc). However, a recent court decision may change that. We can only hope.
"Happiness is not about doing, its about being." - R Branson