There is the Librarian series from the US, which is in Italian with Italian sottotitoli.  On youtube

There is Italianoautomatico with around 250 7 minute chats with sottotitoli on FB, Utube, the web

One of the Positino Pat series on Utube is like that

I've converted my utube to operate in Italian and then search under sottotitolli film italiano and then searched out the Italian subtitles. 

The Italian subtitles are not a "word by word" copy of what the actor is saying, but, usually, they are an adaption. If you want to see how italian words are pronounced, I would suggest you to search on youtube for italian songs with subtitles. (songs: musica, canzoni, brani)+(subtitles: testo, testi, lyrics).

e.g: https://www.youtube.com/watch?v=jRIgoXO3rPs&index=13&list=PL0A754FB92C0D41C1

Some programming from RAI with subtitles: http://www.rai.it/dl/RaiTV/sottotitolati.html . Seems like most of the on-demand content online is dubbed in Italian, without any subtitles available.