[Brian Cameron]

My list, IIRC:

Australia - Melbourne
Bahamas - Nassau
Belgium - Brussels
Canada - Ottawa
Egypt - Cairo
England - London
France - Paris
Germany - Bonn (in 1995)
Greece - Athens
Holland - Amsterdam
Hong Kong - Victoria (1994)
India - New Delhi
Italy- Roma
Japan - Tokyo
Maldives - Male'
Mexico - Mexico City
San Marino - City of San Marino
Scotland - Edinburgh
Spain - Madrid
Switzerland - Berne
Thailand - Bangkok
Tunisia - Tunis
Vatican - Vatican City
Yemen - Sana'a

Never been to the capital of these countries I've visited:

Austria
Turkey
United Arab Emirates
United States of America

Observations:

Sana'a was pretty neat, visited there when we lived in Aden for three years. On our first visit, one of the places we wandered around was the souk, chewing qat and chatting up the merchants.

When we returned home to Aden we learned there had been a travel advisory for Sana'a - apparently pamphlets had been distributed throughout the very same souk the previous day, exhorting the locals to stab or otherwise smite any foreign infidels on sight.

Probably the weirdest capital city was Male', capital of the Maldives - probably no more than about 80,000 population when we were there, and aside from buildings, no high point more than about 5 feet above sea level.

My favourite was Rome, lived there for almost five years when I was a kid. Life changing experience.