Fomdi lists Captioned Movies playing around the US. Just enter your zip code, how far you’re willing to travel, and when you want to see a movie. Very nice resource. Typically, I go to AMC Theaters and look under Dallas. It’s the only chain that cares enough to provide captioned movies.
I’ve written to another chain with a theater that’s walking distance from my house and the reply not too friendly. The gist is that the chain doesn’t do it and won’t do it in the near future.