[bdaroz]

Analog closed caption is encoded in the vertical blanking interval (VBI) on... line 21 IIRC. In other words, it's in the picture, literally.

RCA cables will have no problem transmitting it, if the device is sending it. Most digital devices dropping to an analog connection won't, as it would need to be re-encoded to that standard (see below), and they just aren't natively compatible.

If you have an analog source (eg VHS tape) it should work, but if it's from that digital cable box, the video stream it received doesn't have the subtitles in the VBI like old analog TV does. Best hope would be to have the cable box display the subtitles itself, not the receiving TV.

(Technical details follow, feel free to skip)

Most Cable TV is delivered digitally to your cable box now, and that stream is (usually to almost always) MPEG II TS, with 1 video, 1 (or more) audio streams (eg stereo and a 5.1) and a separate subtitle stream. The format of that stream can vary a bit, but it's normally just text.

On a blu-ray (or DVD) player, you have much the same, the stream encoding is a bit different, and the audio/video codecs are different (higher quality) too. On the discs the subtitles are actually encoded as video overlays, pictures, on the disc.

No digital cable box, or DVD/Bluray player will "convert" those subtitle streams into the text encoding in the VBI. How do you convert a picture to text from a bluray? And most cable boxes are trending toward digital devices, supporting old analog closed caption just isn't worth the investment.