Try to look for French songs with the lyrics inscribed in them at first ? I don’t know many French podcasts that are transcribed, sadly.

There is an old TV show from the late 70’s that was made in Ontario (for the channel TVO) for English speakers to help them learn French. It’s called “Parlez-moi” and feats Marc Favreau.

The sketches are about real life situations. Marc Favreau first tells people the expressions and their translations then there’s a sketch using these expressions.

You can find some of the videos on Youtube and you seem to be able to watch them on sidereel.

Try audiobooks!

I don’t know why I didn’t think about them earlier but they perfectly fit your request in a certain way, doesn’t it?

You can buy the book to read it while you listen to the narrator.

I know there are several audiobooks out there. Personally, I had the first Harry Potter (in French of course) when I was younger.

I’ve found the audio clips here at http://www.rfi.fr/lffr/pages/001/accueil_exercice_ecoute.asp to avail, though they’re laconic and few in number. For the transcriptions, click on “Voir les réponses” and then “Lire la transcription.” These links figure in small font unfortunately so you’ll have to descry them.

Disclaimer: I write software for Yabla.

Yabla is a video site designed for language learners: http://french.yabla.com/

Our videos are transcribed and translated. Each video is transcribed, translated, and proofread using at least 4 different people: two native French speakers and two native English speakers. It is rare that our videos have an error in the transcription or translation.

We also have other nice features like integrated dictionaries, and phrase-by-phase navigation, built in to the video player.

The downside is Yabla is not free ($10/month) but we do offer free access to some videos: http://french.yabla.com/demo.php

No signup of any sort is required to watch the demo videos.

Try to see the channel 7jours of youtube, it offres the news and it has hard subtitles.
But if you want to find videos with soft subtitles with accurate subtitles, I’m sorry, I have no idea.

This is the link

http://www.youtube.com/user/7jours?feature=watch

Another source: listening comprehension exercises – these include verbatim transcript and translation, as well as links to lessons for the grammar and vocab used in the original.

Try my channel and you will see 200+ videos with subtitles for different levels.
French in Action is one of the series that gets most views.
Find it in youtube. It will be at the top of your search list.

French connection.

I would recommend the Easy French YouTube channel. https://www.youtube.com/c/EasyFrench

There are a lot of episodes and in each one they do street interviews with passersby on a given topic, mostly in France but also in a few other Francophone countries. The most recent one at the time of writing is the interviewers asking people if they are a tea or a coffee person. https://youtu.be/PWPzlswDI-U

What may make them particularly useful for your purposes is that all the videos are subtitled verbatim, simultaneously in both French and English.

You can listen first for gist without looking at the English subtitles (they are smaller) and then go back through and try to pick out individual phrases. I have used the French and Spanish versions with my students – it’s a really effective way to a familiarise yourself with a wide range of forms of spoken language and passively absorb a large amount of vocabulary. It also helps you tune in to how words and phrases can sound different when spoken at natural speed. By listening to how random people in the street respond, you can also learn quite a bit about French cultural life and pick up interesting idioms.