Thanks, Borkya, I found them in this Chinese-Forums.com thread
(scroll down a bit for hanzi+pinyin).
Also, I found this website
, which sells a pack of subtitles for 21 movies, 10 Chinese and 11 foreign (but, I guess, available dubbed). To be honest, the price seems a bit high, but after getting $10 for a video review…it still seems a bit high.
Pinyin.info has good instructions on creating your own pinyin subtitles, which I might try out on some of the flicks I really like.