The Asgard do not speak English, but they do have very nice translation software. They probably did learn English, they trade favors with SG-1 over the seasons.
In the Stargate movie, Nobody spoke English, aside from the gate team. This was both problematic AND useful, as figuring out how to communicate created a bond with the Abydonians. Daniel is recognized for his imitation of a chicken. Specifically, the snake lizards they eat with the Abydonians taste like chicken. When Daniel tries to convey this, he does the whole "Bawk Bawk" thing and looks like an idiot. This endears him to the locals.
The gate travelers also "frost over" when they go through the gate.
I believed two things, one of which turned out to be true. 1) The cobbled together computers, machines, and super conductors (The red thingies on the gate) were a fairly dangerous, haphazard replacement for the DHD, and multiple times, bit the stargate program in the ass.
2) A properly configured gate acts as a babelfish, in that, everyone speaks their own language, and you "hear" in yours. I believe I later discovered this is something from fanfiction to explain why everyone speaks English. In reality, it's because a lot of people don't like to read subtitles.
One fun closed captioning fact - I was REALLY MAD when there was a scene on a Russian Submarine where the CC was "Speaking Russian". I hate when CC is lazy.
Turns out, one Russian is asking the other "What the hell is that noise" and the other responds "Probably the monster from the last episode". They kept that in as a joke for people who speak Ruski. (I do not speak Ruski)
One time, the GOT CC'ers had some fun, and captioned a horse. "neighs horsily"