do you know any movies/series/tv programs/videos on youtube or somewhere else where i can watch videos in spanish with spanish subtitle?
In Spain, we can do that in the websites of Spanish TV channels. I do not know if they can be accessed from foreign countries. You can try, but not every online stuff has subtitles.
Read this article of the Spanish public television for more information about its videos with subtitles: http://www.rtve.es/television/20140226/rtvees-comienza-subtitular-servicio-rtve-carta/887447.shtml.
Of course, there are also online services to rent films and series, but I do not think you can enter them as we cannot watch NetFlix legally at this moment. And they hardly ever include subtitles in Spanish unless you watch the video in original version.
However, DVDs might be a good help. In Spain, they include the original sound and subtitles in many European languages. Sometimes, there are even dubbings for other countries apart from Spain. I suppose you might check this in a library.
Obviously, if you lived near a Cervantes centre, you could go there. But, there are very few around the world:
"Espanoles en el mundo" + Spanish or English subtitles. A show where a Spaniard travels to different cities around the world Here is episode 1: