The subject of removing capacitors often arises when fitting DCC decoders to locos.
Manufacturers generally fit capacitors to their models to provide legally-required radio interferrence suppression.
However, when fitting a decoder to a loco with motor suppression capacitors fitted, it will be found that the decoder may have limited control over the motor because the capacitor is conflicting with the decoder's functionality. This often affects feedback and prevents the slow speed running and fine control for which DCC is renowned.
So should I remove capacitors ?
The short answer is 'yes'. If you do not, your decoders will not be able to control your locos properly.
Bachmann used to have a page on their website which recommended not removing capacitors, however, this was based on the legislative requirements which they are subject to when manufacturing and selling products.
Hornby do not appear to have made any recommendations at this stage, however, the author has not actually found problems with Hornby locos with capacitors and has not found it necessary to replace the PCB's supplied in these locos.
Graham Plowman (Updated 26/05/2019)