Wow, glad you guys all enjoyed it! For the people wanting to make your own, here's how I did it.
First of all, I had to download an application called Greasemonkey that has a plugin to make youtube vids downloadable.
I found one of the Downfall vids that has no subtitles and downloaded it.
I used a program I downloaded called Prism Video Converter to convert the youtube vid (FLV file) to a WMV file.
I used Windows Movie Maker to go along and place the subtitles. Under the "titles" tab if you go to "change title animation" there's one option called "subtitles" which makes it super easy.
So, once you've got the software to download from youtube and to convert flv to wmv, the rest of the process (the fun part) only takes a couple hours.