Here is an example from http://www.thelolcats.com/
Another site is http://icanhascheezburger.com/ and this site allows you to write your own captions.
In a kind of opposition to this caption writing is http://averagecats.com/ which changes these captions to what the cat may be doing really and explains that cats can't really do the things which are claimed in the captions. I thought this was a simple but witty idea - stating the obvious, but pretty funny.
I hope you enjoy