If you are watching a version where Renato narrates in English but the townspeople speak Italian, you need subtitles specifically for the Italian dialogue only. Many subtitle files labeled "English" for the dubbed version will only subtitle the Italian parts, leaving the English narration un-captioned.
opensubtitles.org → Search “Malèna 2000” → Filter by and Movie → Sort by Downloads (most popular = best synced). malena 2000 subtitles english