http://streams.videolan.org/samples/sub/subcc/transformers_EIA608_H264.ts is a transport stream containing h264 video and closed captions, FFmpeg (and MPlayer) neither detect nor show the subtitles, they work with vlc (at least to some degree).
$ ffmpeg -i transformers.ts
ffmpeg version N-55680-ge9cb43c Copyright (c) 2000-2013 the FFmpeg developers
built on Aug 21 2013 12:19:30 with gcc 4.7 (SUSE Linux)
configuration: --enable-gpl --disable-indev=jack --enable-libx264
libavutil 52. 42.100 / 52. 42.100
libavcodec 55. 29.100 / 55. 29.100
libavformat 55. 14.100 / 55. 14.100
libavdevice 55. 3.100 / 55. 3.100
libavfilter 3. 82.100 / 3. 82.100
libswscale 2. 5.100 / 2. 5.100
libswresample 0. 17.103 / 0. 17.103
libpostproc 52. 3.100 / 52. 3.100
Input #0, mpegts, from 'transformers.ts':
Duration: 00:01:58.95, start: 0.545100, bitrate: 9041 kb/s
Program 1
Stream #0:0[0x1e1]: Video: h264 (High) ([27][0][0][0] / 0x001B), yuvj420p, 1920x1080 [SAR 1:1 DAR 16:9], 29.97 fps, 29.97 tbr, 90k tbn, 59.94 tbc
Stream #0:1[0x1e2]: Audio: ac3 ([129][0][0][0] / 0x0081), 48000 Hz, 5.1(side), fltp, 384 kb/s
At least one output file must be specified
Fixed in 8234f0e3b485811d60c228c40a94a141c46e61ca