With English subtitles. This way you learn to associate the pronunciation with the spelling of the word and catch a lot more information than without any subtitles. For the most part, your brain simply blanks out the words it doesn't know (if you just listen), so you learn nothing new and just maintain or very slightly improve your listening skills.

Subtitles in your native language wouldn't do you any good. For example, in Chile they have a lot of English movies and TV-shows with Spanish subtitles. You'd think that a lot of people there speak English or at least understand it, but it's not true.

Interesting thing here is when watching with subtitles (English ones), I cannot focus on a movie itself rather reading subtitles all the time and not paying attention to what's going on in action. As a result, I end up with no understanding at all. While watching without any subtitles makes me concentrate on the scenes and actors, and I feel I understand the speech better.

if it is a documentary, I use English subtitle.

I agree with Inna. I always recommend watching it at least twice, if possible. One time with subtitles in the target languages <em>(NEVER WITH SUBTITLES IN YOUR NATIVE LANGUAGE) </em>and then another time without subtitles. This a great way to improve listening skills and also with movies you typically gain cultural awareness.

Thank you, Tahmineh.