I read most of my caption blogs in Google Reader. For the past few months I have been cultivating the habit of always marking the captions I think are particularly appealing as "shared". Now I have a sizable collection of excellent captions to share.
Be sure to follow the links back to the blogs where the captions originated if you like them.
Update June 2011 : Apparently Google allows me to publish this blog, but my list of shared items falls afoul of the community standards for Google Accounts. Therefore my shared items are no longer available.