Do any Region I DVD's have subtitles or captions?

I'm currently watching this series but there are numerous instances where I can't make out the dialogue on first pass. Even with multiple replays, some passages I can't make out. It's not the accent (I watch a lot of British movies and shows) but rather the audio quality. The mixing is atrocious, with background sounds sometimes drowning out the dialog, with actors sometimes mumbling, almost beneath their breath. Not often but enough to be annoying.

According to reviews posted on Amazon, the 2005 DVD set published by A&E doesn't have subtitles or captions. I believe that's the version available through Netflix.

BTW, I also searched the net for SRT files to no avail. Another thread here mentions there's a Region 2 set with captions so at least there's hope someone will eventually capture the official titles. At least that way, I'd have a way to look up a seemingly important dialogue that's unintelligible.