Do iTunes movies have subtitles?

I've read the iTunes documentation about subtitles, have the subtitles preference set in iTunes and on my iPod, but, so far, I haven't found any of my downloaded movies that have subtitles. In cases where I have the DVD, the DVD has English subtitles, which is what I'm looking for. There are a few spots in some of my movies that are not clear to me and I use subtitles to fill in thses gaps. Do iTunes movies come with subtitles or what?