A few month ago, Udacity updated their Android app to allow downloading videos within their app for offline learning. Today, the builtin video player now supports subtitles while in offline mode. This new feature can be disabled in the Settings page should users not want subtitles in offline mode. This update also includes the usual bug fixes and some small UI tweaks. The change log does not provide details about the latter.
Udacity is a great app for those who want and need to continue learning. Check it out in the Google Play Store.