I just noticed that when Daddy Pig is talking to Mommy Pig, the closed caption say "Mummy" and not "Mommy". That, and when they talk about "fixing" something, the caption mentions "mending".
I've seen instances of the subtitles not being updated with edits before, namely in a few movies where they cut (or bleeped, or dubbed) out obscenities but missed the transcriptions of them in the closed captioning. That, and Prof.Farnsworth's cries of "Sweet Zombie Jesus!" having the "Jesus" parts remain in the captioning long after they were edited out of the dialog.
Quick Edit: Well, what do you know about that? http://www.peppapig.co.uk ..I was right. And a new (to me) Gerald McBoingBoing!