Subtitle/Closed Captions have been fully unified across all platforms, and are now fully supported for all asset types on web, Apple TV, Roku, and Fire TV.
On Roku:
To enable captions, press the star (*) button on the Roku remote and then choose the closed captions option in the menu that appears.

Users may need to update their app to version 1.2 if they haven’t auto-updated.
On Fire TV
To enable captions on a title, users need to pause and then select the settings cog in the upper righthand corner of the screen, then choose their desired subtitle track.

Users may need to restart the app.