From ownership I know the 942's and 622's support it, but not very well IMO. The units don't pass the CC thru to the set but decode it themselves and do a piss poor job of it. The captioning displays slowly and is lags a noticeable amount of time. Additionally it is a pain to turn on and off, no simple button push here.
I suspect that the ADA (Americans with Disability Act) requires it. Now if they would just require a one button enable/disable....
I was watching a show one night and the delay was about 5 seconds, so that the person on the screen frequently wasn't the one captioned. Finally had to turn it off. Luckily I still have that option - bummer for those that don't. It also amazes me the mistakes that make it on the air - which would be understandable for a live show but totally unacceptable for a movie or a series where it only would take someone once through to proof and correct 90% of the errors.