If you have a video file already , you can download subtitles in many languages from www.subscene.com and www.opensubtitles.org and use them with your video file in VLC Media Player, or a similar media player.
If you are looking for movies streaming online, then Youku, Tudou and Youtube actually have many films and TV shows, but they are hard to find among so much content: it is usually best to search with a specific name.