http://www.amazon.com/gp/prime Many videos for $79.99/year subscription and other discounts. No closed captioning, to my knowledge. Check out "Amazon student section."
ALWAYS USE CLOSED CAPTIONING WHEN AVAILABLE: GOOD FOR SPELLING, READING ISSUES, SPEECH DELAY, ESL, AND LEARNING DISABILITIES.
http://www.lakeshorelearning.com/home/home.jsp lots of great educational games, toys, and other resources. Find an item on this site and then Google search to see if it is not cheaper elsewhere.