I did find it in amazon.es!!! look for the one that says Spanish subtitles. I think they ship internationally, I had it sent from Spain to Switzerland, but I imagine they'd ship to other countries as well.
I got so excited when I saw the post about ordering from amazon.es. Went and ordered it and then realized that it was in the PAL format, which would not work in the US. I canceled the order and emailed amazon.es to see whether they have them with Spanish subtitles but in the NTSC format.
I found Downton Abbey in Spanish but only through Amazon Spain Here's the link http://www.amazon.es/
They also sell it with Spanish subtitles through Amazon Mexico http://www.amazon.com.mx/
The problem is that the disks are either Region 2 or Region 4 and in USA only disk noted Region 1 can be watched. If you have a DVD that plays all regions then you'll have no problem. I think Amazon sells DVD players region free.