zlacker

Many DVDs of old movies and TV shows may contain the closed captions, but they are not visible through HDMI. You have to connect your DVD player to your TV via the composite video analogue outputs.

This video explains all about it: https://youtu.be/OSCOQ6vnLwU

>>anothe+(OP)
Yes they need to be "burned in" to the picture to work with HDMI (he shows a couple of bluray players towards the end that do this. there's also some models mentioned in the comments)