Not of my knowledge.
You should try 3ears.com AMAZING RESOURCE!!! FOR RUSSIAN LEARNERS - YouTube watch this youtube review that explains what it does.
It is basically lingq with videos but only for Russian. you click on a word in the script and it will bring you to that part of the video.
I unfortunately don’t know any of the resourses but some Russian youtubers start adding English subtitles to their videos by themselves. I can only tell what I myself watch: Колыма - родина нашего страха / Kolyma - Birthplace of Our Fear - YouTube the most powerful video about labor camps but this channel has some more interviews with famous people and history sketches with subs Руслан Усачев - YouTube travel vlog about Russia and the world also adds subs to most interesting videos.
I hope the number of those will increase in the future
I just googled “russian youtube channels with russian subtitles” and got a lot of results for articles containing lists of “best” channels for learning Russian. I looked at one of the lists, but unfortunately most of the recommendations didn’t have Russian subtitles, including some that the article promised would. I might check out some more of those lists myself, though, for new interesting content that I might want to follow. It does seem challenging to find good Russian content with same-language subtitles.
As for @missdyatlova’s suggestions, I am subscribed to both вДудь and Руслан Усачев. I watch more of the latter because his videos are shorter, which I find easier to follow than the 90-minute in-depth interviews of вДудь. But I have seen some interesting content there. I don’t use subtitles for either, but maybe they would help.
You can do a Youtube search using the filter for subtitles.
You will need to use Russian keywords like:
русские ток шоу
документальные фильмы
русские фильмы
русские сериалы
русские шоу
And then check if there are Russian subtitles in the results. Most of the time, there are English subtitles for Russian audio, or Russian subtitles for non-Russian audio, but sometimes you find what you’re looking for.
Doing a quick search I could find a documentary playlist for the WW2:
A reality show episode:
A series episode:
A talk show episode:
A Russian film:
News I could not find. It must be because the value of news quickly fades.
If you like travel shows, then this one might interest you. The presenter speaks quickly, but there are usually Russian and English subtitles. Антон Птушкин - YouTube