WebAIM: Captioning for Windows Media - Getting Windows Media Captions on the Web

A very helpful page from WebAIM (Web Accessibility In Mind) provides several methods to include captioning, illustrated with code. Discusses how to include a SAMI file, whether to embed or not -- Win Media Player 9+ do not "support embedded captions when the browser uses the embed tag to display Window Media content"; includes ideas for how to get around this issue.