I know that Beauty and the Beast and Indiana Jones both have interpreting offered (only on specific days; ask your hospitality host/ess which parks have terps which days). Beyond that, I'm not certain.
If the hearing loss is not severe, there is assistive listening available for Indy: http://allears.net/pl/listen.htm Since Indy is partly unscripted, it's not really conducive to captioning. The things with captioning are either movies or follow a strict script.
I'm assuming you meant the person is hard-of-hearing, and *not* deaf/Deaf. Just in case, here's the link for ASL interpreting: http://allears.net/pl/asl.htm .
Also the disboards has a great search feature - search this forum is to the right top of the start of the threads - Talking Hands has invaluable information as she knows this service and goes to WDW often!
also with reflective captioning - I know we use this - we are always aware of the location of the "backwards red board" sometimes the CM's arent used to this service and want to place you with the wheelchair users - which in many cases works out just fine - but for instance in Its Tough to be a Bug - you wouldnt see the reflective captioning at all - so we always when entering a theatre ask for the reflective captioning - so the CM's can prepare for you - by getting the mira.. then when you are able to enter (usually with the wheelchair guests) try to locate where would be a seat - - or where is the box for the captions - sometimes its to the far left, near the exit... then you can help with a seat location (often you only have seconds!! 30 - 45 sec before the rest of the audience is let in) - often if CM's are familiar and you tell them in advance, for instance Hall of Presidents, they had it set up and waiting for us!!
I highly recommend it for Philharmagic, there is so much dh misses of Donald Duck's speech - - if not for the captioning!