After reading the original post this morning, I checked HBO a while ago and saw captions, so they must have fixed it if there was a problem. But I did not watch HBO on Sunday, so I can't say if it was a national or local problem.
BTW, if you get HDNet, they have recently started showing captions for the former broadcast & cable network HD shows such as Dead Like Me, Smallville, and so on. From what I have observed, there are still no captions for their own original programming. But the series shows presumably already had captioning in the data stream, so all they had to do was to add the equipment to send the captioning out. I have also yet to see any captions on the HDNet Movies channel; hope they fix this soon.