Although there don’t seem to be any MOOCs on the major provider platforms for learning languages (Update: Finally, they do exist!), Coursera does offer courses in French, Spanish, Russian, Portuguese, etc. that you can use to help you learn the language. Most, if not all of them, provide subtitles for the videos so you can watch and read at the same time.
EdX has also started offering courses in Spanish and French, but unlike Coursera there is no option to sort courses by the language they are offered in so you will need to choose from the Schools & Partners list. For example, UAM, UC3M, UPValencia, OEC and IDB are all Spanish-speaking institutions while Louvain and EPFL are French-speaking.
Several courses in French and Spanish are available via FUN and Miríada X while iversity has a few courses in German. These platforms are more likely to offer subtitles since they are designed for native speakers of these languages.
The great thing about Coursera is how easy it is to download all of the videos and subtitles at once. After joining a course, go to the Videos page that lists all of the available lectures. Using the free DownThemAll add-on for Firefox, you can download all of the files by using the Fast Filtering option to select only the videos and subtitles. (The subtitles are in .srt format and not hard coded into the videos so you can turn them off to test your comprehension.)
FYI: Even if a course has already finished, sometimes you can still enroll and have access to the videos within the class archive.
Learn the Romance Languages Together: Resources You Need
FluentU: Language Learning with Authentic Videos
MOOCs for Learning French
MOOCs for Learning Languages
Free Peace Corps Language Learning Materials: Over 100 Languages Available
How to Learn Languages by Reading Interlinear Books