Here is Barack Obama's inaugural address with English subtitles (you can switch to German or Spanish, if you prefer). Thanks to Richard Byrne at Free Technology for Teachers for that. By the way, DotSub has plenty of other subtitled videos, which are well worth checking out. You can even upload and subtitle your own videos. One slight problem though, if you download a video (using RealPlayer, for example), you don't get the subtitles. So if you want to use the subtitled version of Obama's speech in class, you'll have to stream it.

