This review gives an overview of the applicability of capillary electrophoresis, capillary liquid chromatography, capillary electrochromatography, and their derived techniques to analyze drug impurity mixtures, formulations, biological samples, and chiral compounds. For each application type, a few examples are given to illustrate the potential of the capillary technique. Details are provided about the capillaries used, chiral selectors, and stationary and mobile phases.