Originally Posted by testpie

Yes they do, but they only do "Daily notifications" of all the events happening in your subscribed threads for the entire day; the "Instant notifications" don't work.

Just go to Quick links->Edit options and scroll down to "Default Thread Subscription Mode" and set "Default Thread Subscription Mode:" to "Daily email notification", and you'll get e-mails for any subscribed threads that changed every day at about midnightish.