I can get the video and audio from PBS with youtub-dl, for example:
...but I can't get the subtitles.
I have read this:
...but it doesn't seem to work anymore.
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The free trial of Tubedigger (no need to buy, unless you want to) downloads the subtitles from that PBS show no problem.
See below screenshot.
Note, I tried youtube-dl, the following code, but was unsuccessful to get subtitles. Maybe somebody else can help you with youtube-dl.
youtube-dl --all-subs --skip-download https://www.pbs.org/wnet/gperf/noel-cowards-present-laughter-full-episode/7618/episode/7618/