Most media players support providing captions that are synchronized with the video and audio for replay on demand.  Each of the media player require a different formatted file for the closed captions.  The writer for your event can create these files for you after immediately after the event has been completed.  Below are the different media players that we currently support creating time coded closed caption files for with a link to a document that details how to create the on demand experience for that player.

Windows Media Player
Real Player