One issue is copyright. In the US, fair use of an existing work is not a breach of copyright. There are four factors that determine if a use is fair use:
(1) the purpose and character of the use, including whether such use is of a commercial nature or is for nonprofit educational purposes;
(2) the nature of the copyrighted work;
(3) the amount and substantiality of the portion used in relation to the copyrighted work as a whole; and
(4) the effect of the use upon the potential market for or value of the copyrighted work.
The key factor is normally the first. You are using an existing work to create a new work. To make using an existing work to create a new work fair use the use has to be "transformative". It is not enough just to alter the old work, you have to add "something new, with a further purpose or different character, altering the first with new expression, meaning, or message". It is worth looking at the recent landmark case of Cariou v Prince (
https://cyber.harvard.edu/people/tfisher/cx/2013_Cariou.pdf) to get an idea of what "transformative" means in practice.
It is hard to see that you could have any trouble with any of the other criteria.
Another issue is what is called "false light" or "passing off". This is when you use a person's image or an image in a way that carries an implication they object to. The implication does not have to be actually derogatory. An example is using someone's picture in an advertisement: they can sue just because people are likely to think they agreed or have some association wit the product or service. Captions often cause trouble, if they use swear words, eg: the subject can sue because people might think they are a person who uses swear words.
This is especially likely with celebrities, because US courts have created an analogy between a celebrity's image and a trade mark (no, really, they have). In that context, it would be worth reading James "Jim" Brown v Electronic Arts (
https://www.eff.org/files/brown_v._ea_-_ninth_circuit.pdf). EA used Brown's likeness in one of its football simulation games, and he sued. Brown lost, because for expressive works, which the court said includes computer games, the trademark is not infringed unless its use has no relevance whatever to the expressive purpose,
or it is used in a way that
explicitly misleads the viewer as to the association between the trademark owner and the creator of the work. So as long as you don't imply that these people agreed to be part of your works you should be in the clear.